VQ-VAE-HMM Portfolio Optimizer

This tool uses regime-switching models to optimize portfolio allocation across different market conditions.

How to use:

Enter historical market data (prices or returns) for your assets
Select how many assets you want to allocate to
Click "Optimize" to get optimal portfolio weights

Input Data

Market Data (one row per time period)

Enter comma, tab, or space-separated values. Each row = one time period, each column = one asset.

Number of Assets to Allocate

How many assets should receive portfolio weight?

1 10

Results

Portfolio Weights & Market Regimes

Optimal allocation percentages and detected market regime probabilities

Example

Click to load sample data

Note: This model detects 3 market regimes (bull, bear, neutral) and optimizes portfolio weights accordingly. Weights sum to 1.0 (100% allocation).