- Published on
Quantitative-FinanceAlgorithmic-TradingMachine-LearningHidden-Markov-ModelsPortfolio-ManagementSignal-ProcessingTime-SeriesPythonSystematic-TradingMarket-Microstructure
A deep dive into building a regime-aware trading system that uses Hidden Markov Models to classify market conditions and dynamically allocate across a strategy pool — from feature engineering to live paper trading.