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.
☆64Dec 29, 2025Updated 7 months ago
Alternatives and similar repositories for CLUSTERING-MARKET-REGIMES
Users that are interested in CLUSTERING-MARKET-REGIMES are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A complete guide to Time Series Momentum (TSMOM) - the strategy that bets on trends continuing. Covers the math, Python implementation …☆15Dec 18, 2025Updated 7 months ago
- ☆26Feb 14, 2026Updated 5 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- ☆16Aug 7, 2025Updated 11 months ago
- Python implementation for regime-dependent portfolio optimization☆16Oct 14, 2023Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- CA Issuers Monitor (Authority Info Access)☆14Mar 8, 2023Updated 3 years ago
- Video Frame data structures, originally part of rav1e☆18Jun 21, 2026Updated last month
- Intraday pairs trading engine using Kalman Filters for dynamic beta estimation and Avellaneda-Stoikov optimal execution.☆26Apr 2, 2026Updated 3 months ago
- scGNN (single cell graph neural networks) for single cell clustering and imputation using graph neural networks☆10Aug 4, 2020Updated 5 years ago
- Find (filtered) local maxima.☆16Jan 16, 2024Updated 2 years ago
- This course is designed to provide a clear, intuitive, and practical introduction to the core mathematical concepts and pricing technique…☆48May 1, 2026Updated 2 months ago
- My Solutions to Nomura's GM Quant Challenge 2022☆15Jun 28, 2022Updated 4 years ago
- Sample AWS CloudFormation templates to aide in improving Active Directory workload deployment and management in AWS.☆11Mar 6, 2026Updated 4 months ago
- ☆15Feb 3, 2026Updated 5 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Code helper for BEETL competition☆12Sep 11, 2021Updated 4 years ago
- A Deribit Trading System using C++ utilizing WebSocket that performs the following actions: Place an order Cancel an order Modify an ord…☆12Oct 2, 2025Updated 9 months ago
- Light package for connectivity estimation and analysis of neuroimaging data (e.g. fMRI). It relies on the multivariate Ornstein-Uhlenbeck…☆14Jan 30, 2026Updated 5 months ago
- A collection of examples leveraging the ndarray ecosystem.☆17Jan 6, 2020Updated 6 years ago
- A prometheus exporter for tailscale API data☆16Mar 14, 2025Updated last year
- A python package for performing single NMF and joint NMF algorithms☆14Aug 14, 2023Updated 2 years ago
- Rust matrix multiplication benchmarks☆20Nov 22, 2022Updated 3 years ago
- Group of most downloaded datasets extracted from https://www.openml.org☆14Mar 6, 2026Updated 4 months ago
- Script to generate the S&P 500 current Gamma Exposure☆40Nov 11, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Economics études: books, papers and courses☆29Feb 28, 2026Updated 5 months ago
- C++ library for decoding IEX exchange pcap files☆15Nov 1, 2018Updated 7 years ago
- A working Docker image for the Maxtract program that converts pdf to LaTeX sources☆13Oct 4, 2019Updated 6 years ago
- Time series anomaly detection for Rust☆20Apr 7, 2026Updated 3 months ago
- Thawne is a Sentinel for your Program. A trojan that Reinfects systems. It installs itself on the system it's Executed on. After which Th…☆10Oct 13, 2020Updated 5 years ago
- Module to assist with Azure Functions with Custom handlers and Go☆16Jun 28, 2025Updated last year
- A Swift library inspired by NumPy, focused on efficient numerical computation, array operations, and linear algebra for iOS and macOS dev…☆47Jun 25, 2025Updated last year
- Learning disentangled representations of single-cell data for high-quality generation☆16Mar 16, 2024Updated 2 years ago
- ☆17Sep 20, 2024Updated last year
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Turning 9-to-5ers into Algo-Traders. Official code from Instagram @quant.dhawan☆104Updated this week
- Personal website template for web developers and designers, featuring a cyberpunk-inspired design and smooth animations☆12Oct 9, 2023Updated 2 years ago
- ☆76Jan 12, 2025Updated last year
- A native macOS licensing SDK for https://amore.computer.☆20Updated this week
- ☆18Jul 4, 2025Updated last year
- ZipLime - Reinventing the Classic Backtesting Experience of Zipline☆453Jul 22, 2026Updated last week
- A monorepo containing various utility scripts, tools, and applications for development, automation, and AI-powered tasks.☆16Mar 22, 2026Updated 4 months ago