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
☆14Feb 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:
- Various python scripts to introduce mean reversion concepts.☆23Jul 25, 2018Updated 7 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
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- This projects explores Machine Learning, how I apply it to day trading ES E-mini futures contract, and Sierra Charts☆20Aug 18, 2023Updated 2 years ago
- Advanced trend detection and labelling for time series with Python☆22Mar 8, 2026Updated 3 weeks ago
- 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.
- Data and Trading Communications Protocol Client☆12Jan 3, 2023Updated 3 years ago
- ATLAS is a sophisticated real-time risk analysis system designed for institutional-grade market risk assessment. Built with high-frequenc…☆18Jan 13, 2025Updated last year
- 证券量化研究聚宽实现☆11Jan 31, 2020Updated 6 years ago
- ☆60Feb 17, 2023Updated 3 years ago
- USC CSCI544 - Applied Natural Language Processing - Fall 2023 - Prof Mohammad Rostami☆12Jul 13, 2024Updated last year
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆17Aug 24, 2023Updated 2 years ago
- Code for paper Stock trading rule discovery with double deep Q-network☆14May 27, 2023Updated 2 years ago
- A Sierra Chart study visually comparing normalized price and cumulative delta volume☆16Nov 4, 2021Updated 4 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.
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Develop about 200 alpha factors from securities report etc, Grid Search/Random Search/Particle Swarm Optimization to improve factors perf…☆23Jul 29, 2018Updated 7 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 5 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 2 years ago
- Python implementation of "Clustering Market Regimes Using the Wasserstein Distance" (Horvath et al., 2021). Detects bull/bear market regi…☆51Dec 29, 2025Updated 3 months ago
- Extract torrents upon completion☆13Dec 12, 2025Updated 3 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Dec 9, 2024Updated last year
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- Meta labeling is a method of determining the size of the bet.☆32Jun 8, 2022Updated 3 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- ☆23Mar 29, 2022Updated 4 years ago
- Neural networks can detect model-free arbitrage static strategies☆17Jul 6, 2023Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆73Mar 4, 2024Updated 2 years ago
- ☆14Sep 19, 2024Updated last year
- Object detection model using YOLOv8s pretrained model on custom football datasets to detect four classes: player, goalkeeper, refree and …☆13Sep 17, 2023Updated 2 years ago
- 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.
- ☆15Aug 1, 2024Updated last year
- 基金司机，老司机帮你玩转基金☆15Jun 28, 2020Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated last year
- This is a Python visualisation repository. It fetches BTC data and stream live market profile chart using Dash☆22Jan 7, 2021Updated 5 years ago
- ☆14Aug 30, 2024Updated last year
- detecting regime of financial market☆49Sep 30, 2022Updated 3 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆12Jan 12, 2021Updated 5 years ago