detecting regime of financial market
☆51Sep 30, 2022Updated 3 years ago
Alternatives and similar repositories for regime_model
Users that are interested in regime_model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Note for quant research, for study☆11Mar 28, 2022Updated 4 years ago
- modeling FICC market with QuantLib☆23Nov 16, 2022Updated 3 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- ☆61Feb 17, 2023Updated 3 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆39Jul 5, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆24Jan 26, 2020Updated 6 years ago
- Python 3 source code for the implementation of the directional change analysis of financial time series data☆37Oct 25, 2023Updated 2 years ago
- Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.☆48Sep 20, 2023Updated 2 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆49Dec 23, 2024Updated last year
- ☆40Jun 19, 2023Updated 2 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆150Jan 12, 2025Updated last year
- ☆11Oct 29, 2019Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Python library with functions to compute early warning signals for tipping points on time-series.☆28Apr 18, 2025Updated last year
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Jan 11, 2023Updated 3 years ago
- The purpose of this script is to implement a very simple trading strategy with Python. This strategy is based on the difference between s…☆19Jul 5, 2019Updated 6 years ago
- ☆16Feb 21, 2023Updated 3 years ago
- ☆11Mar 12, 2021Updated 5 years ago
- Capstone Research Project in NYU Courant☆12Jan 3, 2020Updated 6 years ago
- Greedy Gaussian Segmentation☆102Jan 2, 2023Updated 3 years ago
- Python implementation of Markov Switching Model using Bayesian inference (Gibbs Sampling) by Lim et al (2020)☆10Dec 4, 2022Updated 3 years ago
- ☆25Jan 1, 2025Updated last year
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆140Jul 10, 2023Updated 2 years ago
- Cycle Detection in Time Series (CyDeTS). An algorithm to detect cycles in times series along with their respective depth-of-cycle (DoC) a…☆41Dec 1, 2022Updated 3 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆54Nov 7, 2023Updated 2 years ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- Code to simplify data extraction using the Bloomberg desktop API for VBA Users. Can pull reference data, bulk reference data, historical …☆14Oct 18, 2024Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆269Mar 19, 2026Updated 2 months ago
- Financial applications focusing on portfolio management for Python☆16Jan 16, 2023Updated 3 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆28Mar 1, 2023Updated 3 years ago
- Non-parametric method for estimating regime change in bivariate time series setting.☆15Apr 14, 2017Updated 9 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A Python script for finding breakouts in historical data from stocks traded on the Nasdaq and NYSE.☆25Jul 1, 2024Updated last year
- Powerful Stock Screener App written in python using Streamlit☆29Aug 20, 2024Updated last year
- python 3 scraper for coinmarketcap historical data☆11May 28, 2018Updated 8 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆15May 1, 2017Updated 9 years ago
- Research and Backtests I have been working on...enjoy☆72Mar 8, 2021Updated 5 years ago
- This is an example of a paper in LaTeX for the conference NeurIPS 2019.☆15May 23, 2020Updated 6 years ago
- Make node installable in a python virtualenv based on https://github.com/ekalinin/nodeenv☆39Sep 8, 2016Updated 9 years ago