/Machine-learning-financial-ratios-and-stock-picking

All the work completed for a study on machine learning based on financial ratios to pick stocks on the ASX

Primary LanguageJupyter Notebook

ML-models-for-stock-prediction-based-on-financial-ratios

This repository includes a writeup, python code modules and a Jupyter Notebook with output for my attempts to fit and apply six machine learnings to predict winners and losers on the Australian Stock Exchange.

Generally, the models don't work as well as a naive model which doesn't require any fitting.

The data used comes from a SQL-Server database. For other preliminary work relating to this database see the repository https://github.com/stevetulig/SQL-Server-database-details-queries-for-ratio-manipulation

The data needs to be updated, and other ratios need to be added pertaining to valuation models.