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ML-project---Identify-Regime-Shift-in-Stock-Market

📊 Excited to share My Latest Side Project 📈📉

A deep dive into identifying market regime shifts using Machine Learning! [Source code included]

train_df_on_S P_500_Regimes

🌟 Inspired by an ongoing machine learning project at Wealth Management Cube Ltd, I have executed data cleaning, visualization, feature selection, modeling and verification in this side project. Here's some key highlights:

🔍 Market Regime Classification:

Leveraged the power of Hidden Markov Models (HMM) for classifying market regimes within the S&P 500, aiming to capture distinct behavioral patterns.

💼 The Significance of Log Returns:

Chose log returns over simple/cumulative returns, ensuring stationary, additive measures for comparisons, and minimizing asset price level influences.

📉 Model Exploration: Experimented with various models like Gaussian Mixture Models, Greedy Gaussian Segmentation, LSTM, XGBoost, and more. This exploration amplified my insights into each model's unique attributes and potential constraints.

🔮 Future Endeavors:

🕵️‍♂️Flexible Feature Integration: Delve deeper the integration of features like candlestick patterns to refine model precision.

📊 Decoding Short-Term Market Trends: Addressing the complex short-term trends remains a challenge I'm eager to tackle

🔄 Exploring Alternative Models: The Markov AR Switching model and others may provide more insights into market dynamics.

📈 Merging ML & Trading Strategies: Eager to combine ML with robust trading strategies based on market regimes.

🔗 For those keen on diving deeper, check out my GitHub Repository. Feel free to fork, pull, and drop me an email at LIKAWAI@link.cuhk.edu.hk!

🚀 Your support propels my journey. If this resonates with you, give it a thumbs up or star it on GitHub!

🌟Together, let's reach for the stars!

#FintechJourney #DataDrivenDiscoveries #InnovationInFinance #NeverStopLearning #MachineLearning #StockMarket #DataScience #RegimeShift #HiddenMarkovModel #Finance #MarketRegimeShifts #MarketDynamics #FinTech #FinancialModeling #FinancialDataScience#PredictiveAnalytics #FinTechInnovation #MLinFinance

https://github.com/RaymondRaman/ML-project---Identify-Regime-Shift-in-Stock-Market