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Summary

  • implement stock_hmm.py to train Gaussian Hidden Markov Models on top 20 S&P 500 stock returns and report expected next-day movement
  • document script requirements and usage in README.md

Testing

  • python stock_hmm.py --tickers AAPL MSFT --start 2020-01-01 (fails: ModuleNotFoundError: numpy)

https://chatgpt.com/codex/tasks/task_e_68a1644402248322939ef19f45e9f4e2

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