mirkovicdev / CLUSTERING-MARKET-REGIMESView external linksLinks
Python implementation of "Clustering Market Regimes Using the Wasserstein Distance" (Horvath et al., 2021). Detects bull/bear market regimes using optimal transport distance on return distributions. Includes WK-means algorithm, synthetic data generators, and validation metrics. Reproduces paper results on SPY data.
☆38Dec 29, 2025Updated last month
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