Reinforcement Learning For Algorithmic Trading & Market Making part4:Hidden Markov Model

hidden markov model as a regime change detector . I have put this as a feature in RL

[@sorooshb007]

Pretty impressive!!! I love the approach, can't wait to see an update

[@keslauche1779]

thats brilliant how have you measured the regime ? or can you just use volatility

[@mikiallen7733]

are these types of models applicable / implementable on a cloud infrastructure like IBM Watson