4 ms·
Most traders do not use raw tick data. Here is a real-time chart showing how SKA handles price collisions and produces stable regime transition probabilities.
by quantiota 7mo ago
Most traders do not use raw tick data.
Here is a real-time chart showing how SKA handles price collisions and produces stable regime transition probabilities.
The alpha: price follows paired regime transitions.
A complete cycle of neutral → bull followed by bull → neutral drives the price up.
A complete cycle of neutral → bear followed by bear → neutral drives the price down.
The signal is not persistent states (bull → bull, bear → bear), but paired transitions.
Built with QuestDB 9.3.3 + Grafana + SKA real-time engine.