yashnarayan25/vqvaehmm

VQ-VAE-HMM Portfolio Optimization System

Regime-switching portfolio optimization using VQ-VAE-HMM models.

Features

• —Regime detection using VQ-VAE-HMM
• —Transformer-based portfolio optimization
• —Real-time weight allocation
• —Regime probability visualization
• —Strategy backtesting with transaction costs

Usage

Portfolio Optimization

1. 1.Enter market data (comma-separated values, one timestep per line)
2. 2.Select number of assets
3. 3.Click "Optimize Portfolio" to get optimal weights

Backtesting

1. 1.Enter market features and returns data
2. 2.Set transaction costs
3. 3.Click "Run Backtest" to see performance metrics

Model Details

• —3 market regimes: Bull, Bear, Neutral
• —Portfolio weights sum to 100%
• —Supports CSV, TSV, and space-separated data