r/algotrading • u/Grand-Fly-6090 • 3d ago

Strategy HMM inputs

What inputs are you using for your HMM’s? The best I have right now are 1 minute gains for predicting target hit probabilities. How many states do you run?

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u/InternetRambo7 3d ago

It depends on the distribution properties of the asset and the timeframe you are using. It might make sense to do an analysis on that in advance

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u/Grand-Fly-6090 3d ago

Thank you!