<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:content="http://purl.org/rss/1.0/modules/content/"><channel><title>Market-Regime on Xu'Blog</title><link>https://xuquant.com/tags/market-regime/</link><description>Recent content in Market-Regime on Xu'Blog</description><image><title>Xu'Blog</title><url>https://xuquant.com/images/profile.jpg</url><link>https://xuquant.com/images/profile.jpg</link></image><generator>Hugo -- 0.152.2</generator><language>en</language><lastBuildDate>Sun, 02 Feb 2025 10:00:00 +0800</lastBuildDate><atom:link href="https://xuquant.com/tags/market-regime/index.xml" rel="self" type="application/rss+xml"/><item><title>Identifying Market Regimes: A Multi-Indicator Approach</title><link>https://xuquant.com/posts/strategies/%E5%88%A4%E6%96%AD%E5%B8%82%E5%9C%BA%E9%A3%8E%E5%90%91%E6%8C%87%E6%A0%87/</link><pubDate>Sun, 02 Feb 2025 10:00:00 +0800</pubDate><guid>https://xuquant.com/posts/strategies/%E5%88%A4%E6%96%AD%E5%B8%82%E5%9C%BA%E9%A3%8E%E5%90%91%E6%8C%87%E6%A0%87/</guid><description>A rigorous examination of how ATR, Bollinger Bands, ADX, and RSI can be composed into a coherent regime detection framework for distinguishing trending from mean-reverting market states.</description></item></channel></rss>