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README.md
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---
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license: mit
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title: spectral analysis
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sdk: gradio
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emoji: 🏆
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colorTo: red
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---
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# Enhanced Spectral Stock Analysis (Adaptive Quant Engine)
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Professional-grade Hugging Face Space integrating advanced DSP-based spectral cycle analysis with a rolling adaptive backtest and Bayesian optimization of meta-parameters.
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## Key Features
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- Adaptive Anti-Aliasing Filter (Butterworth) with volatility and regime sensitivity
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- Multi-Frequency Momentum Extraction (phase + amplitude weighted)
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- Market Regime Detection (ADX-based)
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- Dynamic Parameter Heuristics + Bayesian Meta-Optimization (cutoff, order, thresholds, frequency weighting)
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- Rolling Window Backtest (Train/Validation) with sliding window + weekly step
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- Statistical Signal Validation (forward return success rate, Sharpe, Sortino)
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- Performance Metrics: Sharpe, Sortino, Hit Rate, Max Drawdown
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- Live Adaptive Signal Projection using last optimized window
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- Data Caching Layer for efficiency
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## Project Structure
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```
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src/
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core/
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spectral_analyzer.py
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rolling_engine.py
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bayes_optimizer.py
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config.py
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utils/
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metrics.py
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app.py
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```
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## Running Locally
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Install dependencies:
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```bash
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pip install -r requirements.txt
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```
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Run app:
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```bash
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python app.py
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```
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## Hugging Face Space
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Space type: Gradio. Set `app.py` as entry point.
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## Disclaimer
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Educational & research tool. Not investment advice. Use at your own risk.
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## License
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MIT
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