markov-regime-features
CommunityDebug Markov regime features in RL observations.
Authorsmith6jt-cop
Version1.0.0
Installs0
System Documentation
What problem does it solve?
RL observation plots showed constant Markov regime features due to uniform priors or stale state; this Skill guides you to implement stateful Markov tracking to produce dynamic regime probabilities.
Core Features & Use Cases
- Use InferenceObservationBuilder for stateful Markov tracking across price history.
- Build observations so vol_probs and trend_probs evolve with data.
- Visualize regime evolution and diagnose stationary priors.
Quick Start
Create an InferenceObservationBuilder(window=100, use_gpu_markov=True) and call build(prices=..., high=..., low=...). Access vol_probs and trend_probs to inspect regime probabilities.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: markov-regime-features Download link: https://github.com/smith6jt-cop/Skills_Registry/archive/main.zip#markov-regime-features Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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