# skfolio.moments.RegimeAdjustmentMethod ### *class* skfolio.moments.RegimeAdjustmentMethod(\*values) Transformation used to map the STVU statistic to the volatility multiplier. Determines how the raw STVU statistic $d^2$ is transformed into the regime multiplier $\phi$ applied by the estimator. | Method | Multiplier $\phi$ | Characteristics | |--------------|------------------------------------------------------------------------------|-----------------------------------------------------------------------------------------------------------------| | LOG | $\phi = \exp(\text{EWMA}(\log d^2 - \kappa)/2)$ where $\kappa = E[\log d^2]$ | Robust to outliers (log compresses extremes). | | FIRST_MOMENT | $\phi = \text{EWMA}(d / \mathbb{E}[d])$ | Calibrates the first moment of the standardized risk statistic.
More robust than RMS, less robust than LOG. | | RMS | $\phi = \sqrt{\text{EWMA}(d^2/n)}$ | $\chi^2$ calibration. Sensitive to outliers (RMS ≥ mean). | ### References * **[1]** “The Elements of Quantitative Investing”, Wiley Finance, Giuseppe Paleologo (2025). #### *classmethod* has(value) Check if a value is in the Enum. * **Parameters:** **value** *str* : Input value. * **Returns:** **x** *bool* : True if the value is in the Enum, False otherwise.