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Author:
Pedro Castejon
Summary:
Institutional market-regime detection engine: HMM/Hamilton regime switching, PCA absorption ratio, VIX term structure, point-in-time backtesting and automated reporting.
Latest version:
0.3.0
Required dependencies:
hmmlearn
|
numpy
|
pandas
|
platformdirs
|
plotly
|
pyarrow
|
pydantic
|
pydantic-settings
|
rich
|
scikit-learn
|
scipy
|
statsmodels
|
typer
|
yfinance
Optional dependencies:
textual
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