regime

polymarket-trading-bot-ai-model-btc-5m-15m-1h-up-down-regime-gated-ml-arbitrage — Polymarket Trading Bot Ai Model Btc 5M 15M 1H Up Down Regime Gated Ml Arbitrage. polymarket-trading-bot-ai-model-btc-5m-15m-1h-up-down-regime-gated-ml-arbitrage is an open-source polymarket trading bot ai model btc 5m 15m 1h up down regime gated ml arbitrage. Find...

This package implements the efficient dynamic programming approach to conduct estimation and testing for linear models in presence of structural breaks as described in Bai & Perron (1998) and Perron, Yamamoto, & Zhou (2020).

Fixed income analytics for bank treasury and ALM — DV01, convexity, OCI/CET1 scenario analysis, HMM regime detection, CVXPY portfolio optimisation

Bridges the power of Hidden Markov Models (HMM) and Natural Language Processing (NLP) to detect market regimes and predict optimal trading strategies.

From-scratch 2-state Gaussian HMM on 16y SPX realized vol — regime-tilted overlay lifts Sharpe 0.75->1.08 (+43.9%) and cuts max DD -33.9% -> -19.4%. No hmmlearn/sklearn; pure numpy forward-backward + Baum-Welch.

Modelling boreal carbon dynamics under different fire regimes

India Macro-Regime Platform - 5-state Gaussian HMM

RAMME: Market Microstructure Engine Real-time market microstructure simulator with regime-based ticks, live plotting, and PnL tracking.

Final Project for DATA271, Dr. Johnson, Spring 2025, Cal Poly Humboldt

Jurisdictional Regimes

Using multiple time series observations, split time into regimes using an array of representation learning techniques with explainability and robustness techniques for the transitions

MCP server for real-time market regime classification — give AI agents market awareness. SPY regime detection, VIX analysis, trading implications.