new about hmm_market_behavior HOT 2 OPEN

@Leci37 hey,
I'm glad to hear about your initiatives. Also, I really appreciate your feedback!
As for the description about your research, that's quite interesting.

First of all, I'd recommend you to conduct a research with these components at least:

1. Implement a walk-forward or similar analysis to prevent an overfitting.
2. Test a hypothesis that your signals work on a bunch of assets.
3. Test a hypothesis on a different market states (bearish, bullish, sideways). The last 4-5 years are acceptable for that.
4. Compare the result with a buy and hold strategy and/or simple trading strategies (e.g. MA crossing, RSI, and etc.). Provide statistically tests for that.

The second one is to share your research on the Internet in a community with algotraders, data scientists, investors. It will allow you to get diversified feedback, connect with a potential audience of your library, and so on.

from hmm_market_behavior.

Please read the readme , and in case of any problem you can contact me ,
If you are convinced try to install it with the documentation.
https://github.com/Leci37/LecTrade/tree/develop

from hmm_market_behavior.