The model is trained on the basis of positive/negative daily returns. It is trained by using the 60 technical idicators provided in the TaLib Library.
Requirements of libraries
- TaLib
- Scikit Learn
So far, I have usued all technical indicators provided by the library, this is of course not the best solution. But as I continue the project, I will optimise which technical indicators I use. With the current set, the accuracy of the prediction varies between 78-85%, depending on the chosen stock.
- Find best set of Technical Indicators to maximize accuracy