{"repo":"kratu/wess_hmm","free":true,"listed":false,"github":"https://github.com/kratu/wess_hmm","clone":"git clone https://github.com/kratu/wess_hmm.git","description":"Hybrid Wasserstein + HMM Market Regime Detection","language":"Python","stars":13,"topics":["algorithm","finance","hmmlearn","machine-learning","python","quant","wasserstein","market-intelligence","quantitative","quantitative-analysis"],"license":"Apache-2.0","category":"machine-learning","readme_excerpt":"Hybrid Regime Inference HMM + Wasserstein Hybrid Model for Market Structure Detection --- Overview This repository implements a hybrid market regime inference system combining Hidden Markov Models (HMM) with a Wasserstein-based clustering algorithm to classify live market behavior into Trending, Range, Choppy, and Transitional states. It is designed for real-time regime detection and quantitative market structure analysis using compact, interpretable features derived from price, volatility, and momentum dynamics. --- Key Features Hybrid Modeling Architecture — integrates probabilistic inference (HMM) and distributional clustering (Wasserstein) Multi-Scale Regime Logic — short, medium, and long-term smoothing with entropy-confidence filtering Context-Aware Transitions — persistence governor to reduce spurious flips between regimes Production-Ready Integration — easily connects with live data APIs (OpenAlgo, Upstox, etc.) Graceful Fallbacks — handles early-session and insufficient-data scenarios without breaking scheduler Diagnostics & Visualization — supports clean visual overlays of market structure and regime segments --- Core Concept The hybrid model combines two complementary inference layers: 1. HMM Layer (Temporal Probabilistic Inference): Learns transition probabilities between hidden regimes (using GaussianHMM). Captures sequential dependencies — how likely the market is to stay or switch regimes. 2. Wasserstein Layer (Distributional Geometry): Clusters normalized mark","default_branch":null,"files":null,"tree":[],"storefront":"/r/kratu","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/kratu/wess_hmm/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."}