Stock-Prediction-Models
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Stock-Prediction-Models | ubique | |
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215 | 1 | |
6,620 | 109 | |
- | - | |
0.0 | 1.8 | |
12 months ago | about 3 years ago | |
Jupyter Notebook | JavaScript | |
Apache License 2.0 | - |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Stock-Prediction-Models
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Show HN: I discovered a trading algorithm that returns ~24.85% annually
Unrelated, but it's surprisingly hard to get backtesting right.
I found a bug[1] in a popular (4000 star) stock forecasting model on github where future knowledge subtly leaks into the training data. People seem to keep using the project though!
[1] https://github.com/huseinzol05/Stock-Prediction-Models/issue...
ubique
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Show HN: I discovered a trading algorithm that returns ~24.85% annually
I forked your project and added a financial metrics analysis package.
.067 sharpe ratio, .11 sortino, largest drawdown was ~41%
Not very good numbers. Fun stuff though!
What are some alternatives?
Behavior-Sequence-Transformer-Pytorch - This is a pytorch implementation for the BST model from Alibaba https://arxiv.org/pdf/1905.06874.pdf
Alpaca-API - The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
SectorTradingAlgorithm
CryptoGPU - Cryptocurrency prices analysis
Reinforcement-Learning - Learn Deep Reinforcement Learning in 60 days! Lectures & Code in Python. Reinforcement Learning + Deep Learning
SectorTradingAlgorithm
ent.hpp - A header-only library that applies various tests to sequences of bytes stored in files and reports the results of those tests. The class is useful for evaluating pseudorandom number generators for encryption and statistical sampling applications, compression algorithms, and other applications where the information density of a file is of interest.
trading-bot - Stock Trading Bot using Deep Q-Learning