TEAM
Time-Series Regime Switching Models and Comparison with Sentiment Analysis
Shubham Saha, Srijan Ghosh, Arka Karmakar, Sridhar Venkatesh, Suman Bhandari

Description:
Detect and analyze different market regimes (e.g., bull vs. bear markets, volatility clusters) using HMMs, Kalman Filters, and Bayesian methods and compare with market sentiment on X/Reddit.
Objectives:
- Implement a regime prediction model based on time series analysis of BTC prices over the period from 2021-2023.
- Compare model predictions with sentiments gathered from social media platforms such as X/Reddit.
- Gather news headlines and compare asset performance in the long term (over a decade or so)
- Compare model performance in the long term, on a less granular data (by the day/week), with sentiment analysis above
Data Sources:
- BTC price Dataset (granular up to the minute)
- Major asset price data over the past decade, encompassing sectors like Tech and Energy.
- Scraping through financial subreddits and twitter communities such as r/wallstreetbets etc.






