/RTS

Real-time trading simulator

Primary LanguagePython

RTS

Real-time trading simulator

In this project, a real-time trading simulator using LSTM recurrent neural network is developed building upon the framework in https://github.com/ashutosh1919/Stock-Prediction-using-LSTM:

  • Organized the packages, classes, and modules.
  • Defined new metrics such as Sharpe ratio and directional accuracy.
  • Backtested for predcition on the latest data.