Portfolio & stock analysis
Opened this issue · 6 comments
Now that we have the data currency & forex as we want it, we should start to think about how to use it.
there are lots of approaches to take, we have the Effiencient frontier, we can look at time series forecasting of stocks, or groupings by type etc.
have a think about how should we go about these analysis
More research needed on my end anyway.
Let's get a list of potential methods and then divvy up testing of them
Will post updates, links etc here
Same here aftr the 0.1.0 launch we can look at EF together & go from there
Yea good idea well use this thread for links etc
A good start for time series : https://facebook.github.io/prophet/
"How to simulate a stock market with less than 10 lines of Python code | by Gianluca Malato | Apr, 2021 | Towards Data Science" https://towardsdatascience.com/how-to-simulate-a-stock-market-with-less-than-10-lines-of-python-code-5de9336114e5 another article
ARIMA model article, doesn’t really explain how it works here but I think it’s worth a bit more digging
LSTM article here, uses open, max, min as features, and close as the label. Unsure if it’s relevant to what we’re doing, will have to go through it again