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CameronScarpati / lob-regime-scanner

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HMM-based market microstructure regime detection for cryptocurrency order books — 30+ features, Gaussian HMM, C++/pybind11 LOB engine, interactive Plotly Dash dashboard

python machine-learning hmm trading cpp data-visualization cryptocurrency quantitative-finance hidden-markov-model order-book pybind11 financial-engineering backtesting market-microstructure high-frequency-trading plotly-dash vpin order-flow regime-detection
  • Updated Mar 13, 2026
  • Python

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