Looking at patterns in stock price movements using pricing and volume data.
This is a series of notebooks I have created to explore the effects of different technical indicators upon one another.
The focus in the earlier notebooks is more on visualization and interpretability than on purely predictive value, since we will likely lose some interpretability in the later notebooks when using boosting algorithms and neural networks.
While I do not believe these technical indicators provide much predictive value when used separately, I want to see what kind of predictive power can be achieved by combining a few weak predictors in a boosting algorithm, as well as trying other methodologies.
Eventually my goal is to add other sources of data, both fundamental and technical in nature, and to build stronger tools.
I have currently have completed up to and including nb 12