{"repo":"Sakeeb91/market-regime-detection","free":true,"listed":false,"github":"https://github.com/Sakeeb91/market-regime-detection","clone":"git clone https://github.com/Sakeeb91/market-regime-detection.git","description":"Financial market regime detection using Hidden Markov Models for adaptive trading strategies","language":null,"stars":14,"topics":["backtesting","hidden-markov-model","machine-learning","quantitative-finance","regime-detection","time-series","trading-strategy"],"license":null,"category":"trading","readme_excerpt":"Financial Market Regime Detection A regime detection system using Hidden Markov Models and machine learning to identify market states (bull, bear, high-volatility) and adapt investment strategies accordingly. Problem Statement Financial markets exhibit distinct behavioral regimes that require different trading strategies. A strategy optimized for bull markets often fails during bear markets or high-volatility periods. This system automatically identifies market regimes and enables regime-aware portfolio management. Industry Applications - Quantitative trading firms - Asset management (regime-aware allocation) - Risk management (volatility forecasting) - Algorithmic trading systems - Portfolio optimization - Market timing strategies Key Features - Hidden Markov Models (HMM) : Unsupervised regime detection with Gaussian emissions - Gaussian Mixture Models (GMM) : Alternative clustering-based approach - Change Point Detection : Structural break identification - Regime-Conditioned Trading : Adaptive strategies based on detected regime - Walk-Forward Validation : Proper backtesting without lookahead bias Detected Regimes Regime Characteristics -------- ----------------- Bull/Calm Low volatility, positive returns Bear/Crisis High volatility, negative returns Transition Medium volatility, mixed returns Technical Architecture Project Structure Quick Start Expected Results Metric Target -------- -------- Regime detection Correctly identify 2008, 2020 crises Strategy Sharpe 0.5-1.0 (af","default_branch":null,"files":null,"tree":[],"storefront":"/r/Sakeeb91","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Sakeeb91/market-regime-detection/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}