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Quant Finance Portfolio Risk Live

Machine Learning Regime-Switching Market Classifier

4709 views 1210 installs 5.0 (1 reviews)

Employs Hidden Markov Models (HMM) to classify real-time market states into high/low volatility or trending environments.

👤 Quantitative Strategists
📡 Macro economic indices Asset return streams
✓ Open source ⚡ MCP 1.x compatible 🔌 Portfolio Risk server 📦 1210 installs

Connect in 30 seconds

Paste this into your Claude Desktop or MCP client config:

{
  "mcpServers": {
    "portfolio_risk": {
      "url": "https://claudefinancelab.com/portfolio/sse"
    }
  }
}
SSE Endpoint ↗

Reviews

Nadia Hassan ★★★★★
Jun 5, 2026

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.

MCP Server

P

Portfolio Risk

9 tools

Tool function

regime_switching_classifier

Suggest an Improvement

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