Use when working with price data, trading signals, or implementing momentum strategies. Covers returns calculation, volatility targeting, momentum factors, MACD indicators, time-series momentum (TSMOM), portfolio construction, futures contracts, and risk-adjusted returns for trend-following strategies.

Use when segmenting time-series into regimes, detecting structural breaks, or constructing context sets for few-shot learning. Covers GP-CPD algorithms, Matérn kernels, likelihood ratio tests, regime identification, market state transitions, volatility regime changes, and trend reversals in financial markets.