Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector machines) to predict regimes with the intent of improving an existing trading strategy
☆16Feb 28, 2023Updated 3 years ago
Alternatives and similar repositories for detecting-market-regime-changes
Users that are interested in detecting-market-regime-changes are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python implementation for regime-dependent portfolio optimization☆17Oct 14, 2023Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 8 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆23Feb 25, 2024Updated 2 years ago
- Full code of the article: AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks☆28Aug 13, 2024Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆16Jul 20, 2021Updated 5 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.
- This projects explores Machine Learning, how I apply it to day trading ES E-mini futures contract, and Sierra Charts☆22Aug 18, 2023Updated 3 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- Data and Trading Communications Protocol Client☆12Jan 3, 2023Updated 3 years ago
- USC CSCI544 - Applied Natural Language Processing - Fall 2023 - Prof Mohammad Rostami☆11Jul 13, 2024Updated 2 years 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
- 证券量化研究聚宽实现☆12Jan 31, 2020Updated 6 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆17Aug 24, 2023Updated 3 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 3 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆11Nov 9, 2018Updated 7 years ago
- 基于历史数据预测期货的波动率，用于期货的辅助分析，具备模型的核心代码☆10Nov 15, 2018Updated 7 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- Web app for pandas-ta indicators☆18Mar 18, 2024Updated 2 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 3 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 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.
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated 2 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆76Mar 4, 2024Updated 2 years ago
- Extract torrents upon completion☆13Dec 12, 2025Updated 10 months ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- ☆25Mar 29, 2022Updated 4 years ago
- ☆14Apr 13, 2026Updated 6 months ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated 3 weeks ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- Object detection model using YOLOv8s pretrained model on custom football datasets to detect four classes: player, goalkeeper, refree and …☆14Sep 17, 2023Updated 3 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 3 years ago
- 基金司机，老司机帮你玩转基金☆16Jun 28, 2020Updated 6 years ago
- detecting regime of financial market☆125Sep 24, 2026Updated 3 weeks ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆28Oct 9, 2026Updated last week
- Connector software to integrate Zorro with the NinjaTrader platform☆15Jul 5, 2018Updated 8 years ago
- ☆18May 12, 2025Updated last year
- Hi, I am Maxwell. This is a repo I am developing for funds, banks, and traders that includes consistently profitable algorithms, strategi…☆18Jan 23, 2026Updated 8 months ago