Using HMM Models for dynamically adaptive trading strategies on the NIFTY 50 INDEX HMM Models for dynamically adaptive strategy on NIFTY 50. This REPO consists of 5 Python notebooks.Please download them to view.
1)Dynamic Strategy Notebook, which uses HMMs and combines all four strategies as per regime change
2)Strategies and their performance only for the accumulation period.
3)Strategies and their performance only for the distribution period.
4)Strategies and their performance only for the decline period.
5)Strategies and their performance only for the advance period.