Joergen H. Jore
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NBIM

ML-driven market regime identification for Forex trading

PythonMachine LearningTime SeriesForexQuantitative Finance

[PLACEHOLDER] Built machine learning models for market regime identification in equity and Forex markets at Norges Bank Investment Management. Managed Forex trades totaling $82M+, outperforming benchmark by 3.5 basis points. Integrated models directly into traders' terminals.

Trades Managed
$82M+
Outperformance
3.5 bps
Deployed To
Traders' Terminals