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A market regime detection system that uses deep learning (Transformers & VAEs) on multi-asset data (stocks, bonds, commodities, FX) to uncover hidden market states, detect crises & bull runs, and visualize regime shifts in an interactive dashboard

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Youcef3939/ORACLE

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ORACLE: market regime detector

Market Oracle Python Streamlit AI Open Source Love

ORACLE is a multi-asset market regime detection system that uncovers hidden market states, visualizes regime shifts over time, and can provide early warnings for potentiel crises or bull runs


features

-multi asset awarness: stocks, bonds, commodities, FX, and macro indicators

-latent market embddings: variational autoencoders (VAE) or transformers to encode market states

-regime detection: unsupervised clustering reveals hidden market regimes (bull, bear, crisis, recovery)

-visualization dashboard: interactive timeline, embeddings projection, and asset/macro overlays

-predictive module: forecast probabilities of upcoming regimes

-scenario simulation: explore "what-if" market events and their impact on regimes


installation

1.clone the repo:

git clone https://github.com/Youcef3939/ORACLE.git

cd ORACLE

2.create a virtual environment:

python -m venv venv

source venv/bin/activate # Linux/Mac

venv\Scripts\activate # Windows

pip install -r requirements.txt

3.explore data & prototypes in notebooks/

4.run the dashboard:

streamlit run dashboard/app.py


architecture

[data sources] --> [data pipeline] --> [feature engineering] --> [model core] --> [regime detection] --> [visualization & dashboard]


data flow

raw Data → preprocessing → feature engineering → model core → latent embeddings → clustering → regime labels → visualization / alerts


future enhancments

. integrate more assets & micro indicators

. add transformer-based predictive regime forecasting

. real time alerts for early crisis detection

. improve clustering with temporal continuity ( for exemple HMMs, hidden markov models)


output images

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A market regime detection system that uses deep learning (Transformers & VAEs) on multi-asset data (stocks, bonds, commodities, FX) to uncover hidden market states, detect crises & bull runs, and visualize regime shifts in an interactive dashboard

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