Regime-Conditional Distributional Comparison of Trading Strategies: A GAMLSS/ZAGA Framework Applied to the S&P 500

By Krzysztof Ozimek

Published 2025-07-14

Everscope rating

1950.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: GAMLSS/ZAGA Regime-Conditional Distributional Comparison. Problem types: Distributional Regression, Strategy Comparison / Ranking, Regime-Switching Models, Risk Management, Algorithmic Trading Strategy Evaluation, Density Estimation.

arXiv:2606.31251 · Paper rankings

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