Regime Detection Python Packages

quantwave

High-performance, Polars-native technical analysis & backtesting — 221 indicators, Rust + Python, bit-identical streaming/batch parity

quantlite

A fat-tail-native quantitative finance toolkit for Python.

brs-signals-mcp

₿RS Signals MCP Server — Bitcoin regime-switch detection for AI agents

lossratio

Loss ratio analysis and projection for long-term health insurance. In development.

financial-dynamics

Python library for financial time-series analysis, regime detection, and backtesting. Engineering showcase; no investment advice.

chronosdefrag

ChronosDefrag is an experimental quantitative ML framework for temporal defragmentation: learning latent market regimes, reconstructing pseudo-timelines, and performing ultra-low-latency historical context routing using pure PyTorch tensor algebra without external vector databases.

kernel-dynamics-viewer

Regime diagnostics for spatiotemporal kernels K(r,t), 1D-4D: transport × coherence classification, isotropic S(k,ω) via Hankel/spherical-Bessel, plus stateflow — a domain-agnostic trajectory layer. NumPy/SciPy only. pip install kernel-dynamics-viewer