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Plain-English explainers of the quant concepts behind the nomena.ai dashboards: the Hurst exponent, VIX term structure, Ehlers MAMA/FAMA, regime Markov chains, yield curve inversion, and gamma exposure.

What is the Hurst exponent?Does the market trend or mean-revert — and how to measure it.VIX term structure: contango & backwardationContango, backwardation, and the fastest stress signal on the board.Ehlers MAMA & FAMA, explainedThe adaptive moving average that changes speed with the market's cycle.Are market regimes Markov chains?Neutral is a pause that resumes the prior regime — a 10-year study.Gamma exposure (GEX), explainedHow dealer hedging dampens or amplifies moves — walls and the flip level.Yield curve inversion, explainedWhat the 10y−3m spread predicts — and why un-inversion isn't the all-clear.