jackson-video-resources/markov-hedge-fund-method
Plugin Claude Code
Bundles 1 skill · 126 tokens together
Markov regime detection for any asset. Labels each day Bull/Bear/Sideways from a rolling-return rule, builds the maximum-likelihood transition matrix, forecasts n-step ahead via Chapman-Kolmogorov, solves the stationary distribution, and runs a no-lookahead walk-forward backtest reporting Sharpe and max drawdown.…
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+2 5mo ago A
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