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Market Regime detection using PCA and KMeans

Market regime detection using machine learning.

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3 responses

What would be your preferred resource for reading up on sklearn, PCA, KMeans?

I usually read up on the scikitlearn web site directly. As for machine learning in general, a couple of years ago I took a class on udemy. Here's a good link.

Thank you Luc! Big fan of your notebooks!