regime-switching
Statistical Jump Models in Python, with scikit-learn-style APIs
Semi-analytical dynamic mean-variance allocation and terminal-wealth risk under regime-switching jump-diffusions
Backtesting engine for dynamic market-regime switching, with a swappable 9-cell classifier and externally-injected strategy config
Generate synthetic time series with a given number of change points (Markov regime switching, Weierstrass–Mandelbrot roughness) with ground-truth labels, saved to CSV, Parquet, HDF5, NetCDF, Trosna and more
