GitHub - Marblez/HMM_Trading: Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden state patterns.

Marblez / HMM_Trading Public

Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden state patterns.

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Name		Name	Last commit message	Last commit date
Latest commit History 14 Commits
.ipynb_checkpoints		.ipynb_checkpoints
algos		algos
data		data
raw		raw
results		results
.DS_Store		.DS_Store
curate.py		curate.py
hmm.ipynb		hmm.ipynb
models.ipynb		models.ipynb

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Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden state patterns.

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