Hidden Markov Model (HMM)
A statistical model where the system being modeled is assumed to follow a Markov process with unobserved (hidden) states. In finance, HMMs are used to classify market regimes — the 'hidden' state (regime) produces 'observed' market data (returns, volume, etc.). Transitions between regimes follow probabilistic rules.
Definition
A statistical model where the system being modeled is assumed to follow a Markov process with unobserved (hidden) states. In finance, HMMs are used to classify market regimes — the 'hidden' state (regime) produces 'observed' market data (returns, volume, etc.). Transitions between regimes follow probabilistic rules.
Live Data Example </> API
# Hidden Markov Model (HMM) live data
$ curl command:
curl https://algotick.dev/v3/signals/regime?coin=BTC
Endpoint: /v3/signals/regime?coin=BTC
Current Hidden Markov Model (HMM) data from the Algo Tick API:
{
"evaluation_interval_sec": 5,
"model_type": "random_forest_onnx",
"regime_floor": "high",
"regimes": [
{
"coin": "BTC",
"confidence_score": 0.5,
"features_used": 38,
"funding_regime": "balanced",
"persistence_probability": 0.4,
"regime_label": "Mean-Reverting",
"risk_warnings": null,
"vol_24h": 46.67,
"vol_regime": "high"
}
],
"timestamp": "2026-06-17T08:08:00.090Z"
}# Fetch this yourself:
curl https://algotick.dev/v3/signals/regime?coin=BTCRelated Terms
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