Backtest engine for dynamic regime switching: classify the market into a 9-cell grid and switch between trend-following and mean-reversion per regime

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  • License Expression: MIT
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  • Author: yktsnet
  • Tags backtest , quantitative-finance , regime , trading
  • Requires: Python >=3.10
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Full documentation, architecture, and usage examples: https://github.com/yktsnet/bt-dynamic

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  • Tags backtest , quantitative-finance , regime , trading
  • Requires: Python >=3.10
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0.1.3

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