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💡[FEATURE]: Regime Detection in historical markets

Open Aditijainnn opened this issue 6 months ago • 2 comments

Regime Detection . This shows a simple example of how to detect regime changes for financial data. We apply the K-means clustering method. We use the elbow method to identify the optimal number of regimes that should be used.

Aditijainnn avatar Jul 31 '24 11:07 Aditijainnn