markov-hedge-fund-method
Markov regime detection for any asset. Labels Bull/Bear/Sideways, builds the MLE transition matrix, forecasts n-step ahead, solves the stationary distribution, and runs a no-lookahead walk-forward backtest. Optional Hidden Markov Model upgrade.
Plugin markov-hedge-fund-method from marketplace markov-hedge-fund-method in jackson-video-resources/markov-hedge-fund-method. Commands read from the repo's manifest — 1 month ago.
What it installs
Skills (1)
regimeDetect the market regime (Bull / Bear / Sideways) for ANY asset and turn it into a tradeable signal or a risk filter. Use this whenever the user wants regime detection, a regime-aware confirmation on an existing strategy, a regime risk gate, regime-based position sizing, a Markov transition matrix,
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