4min chapter

The Quantopian Podcast cover image

Quant Radio: Hidden Markov Models

The Quantopian Podcast

CHAPTER

Predicting Market Regimes with HMMs

This chapter explores the use of Hidden Markov Models (HMMs) for predicting market regimes based on intraday data from large-cap stocks. It discusses how analyzing hidden states can improve predictions of market behavior and aid average investors in making informed trading decisions.

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