stock-pred
TO DO
Technical Indicators - Feature Engineering
- Complete calculations for technical indicators
- Dynamic Momentum Index
- Stochastic Oscillator
- Keltner Channel
- Donchian Channel
- Compare Types of Indicators: (1) Momentum, (2) Trend, (3) Volume, (4) Volatility
- Feature Engineering: stock options, options markets, put-call ratio, implied and statistucal volatility
Modeling Considerations
- Experiment with time periods used for (1) lagging and leading indicators, (2) LSTM look-back, and (3) training sample sequences
- Model Evaluation: (1) Walk Forward Validation, (2) Back Testing, (3) train-test splits