hmm_market_behavior.ipynb - main research file. hmm_market_behavior_following_btcusd_catalyst.py - example of trading strategy using Catalyst framework. quandl_BITFINEX_BTCUSD_final_model.pkl - trained model.
You can read more in this article https://towardsdatascience.com/unsupervised-learning-to-market-behavior-forecasting-ee8f78650415