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quant_stock's Introduction

Quant_stock

Stock analysis/prediction model using machine learning using the impact between different out-of-the-market factors (weather, etc.) and the stock prices.


Architecture Diagram

Models used

There are three ML model that are being implemented:

  • A simple feedforward neural network
  • A recurrent neural network with LSTM (long short term memory)
  • A convolutional neural network

Accuracy measurements

The pipeline implemented is using backtrader to implement backtesting in order to test each individual strategy. In the future, it is worthwhile to try using a genetic algorithm to better figure the accuracy of the model.

Usage

There are three main usages for this project:

run python driver.py -t model_name to train

run python driver.py -b model_name to backtest the model

quant_stock's People

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ltnguyen14 avatar

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