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Employs Hidden Markov Models (HMM) to classify real-time market states into high/low volatility or trending environments.
Paste this into your Claude Desktop or MCP client config:
{
"mcpServers": {
"portfolio_risk": {
"url": "https://claudefinancelab.com/portfolio/sse"
}
}
}
Regime detection actually works
Correctly identified the March 2020 crash-to-recovery transition in backtest. Bull/bear/sideways classification accuracy well above naive HMM baseline.
Portfolio Risk
9 tools
Tool function
regime_switching_classifier
Found a bug or have an idea? Let us know.