README.md

metadata

license: mit
title: spectral analysis
sdk: gradio
emoji: 🏆
colorTo: red

Enhanced Spectral Stock Analysis (Adaptive Quant Engine)

Professional-grade Hugging Face Space integrating advanced DSP-based spectral cycle analysis with a rolling adaptive backtest and Bayesian optimization of meta-parameters.

Key Features

• Adaptive Anti-Aliasing Filter (Butterworth) with volatility and regime sensitivity
• Multi-Frequency Momentum Extraction (phase + amplitude weighted)
• Market Regime Detection (ADX-based)
• Dynamic Parameter Heuristics + Bayesian Meta-Optimization (cutoff, order, thresholds, frequency weighting)
• Rolling Window Backtest (Train/Validation) with sliding window + weekly step
• Statistical Signal Validation (forward return success rate, Sharpe, Sortino)
• Performance Metrics: Sharpe, Sortino, Hit Rate, Max Drawdown
• Live Adaptive Signal Projection using last optimized window
• Data Caching Layer for efficiency

Project Structure

src/
  core/
    spectral_analyzer.py
    rolling_engine.py
    bayes_optimizer.py
    config.py
  utils/
    metrics.py
app.py

Running Locally

Install dependencies:

pip install -r requirements.txt

Run app:

python app.py

Hugging Face Space

Space type: Gradio. Set app.py as entry point.

Disclaimer

Educational & research tool. Not investment advice. Use at your own risk.

License

MIT