NIFTY-50 Investment Intelligence
21 years of NIFTY-50 data with Hidden Markov Models detecting bull/bear regime transitions
- XGBoost price prediction with SHAP explainability showing which features drove each prediction
- Portfolio optimization via Modern Portfolio Theory, Value-at-Risk analysis
- HMM detects regime shifts 3-5 days before they appear visually on price charts
Details
- HMM trained on return distributions detects regime shifts 3-5 days before they are visually apparent on price charts
- SHAP values surface which features (RSI, MACD, volume delta) drove each prediction - explainability built in, not bolted on