https://github.com/bukosabino/financial-forecasting-challenge-gresearch
My approaches to Financial Forecasting Challenge by G-Research
https://github.com/bukosabino/financial-forecasting-challenge-gresearch
financial-data financial-engineering machine-learning time-series-forecasting
Last synced: 3 months ago
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My approaches to Financial Forecasting Challenge by G-Research
- Host: GitHub
- URL: https://github.com/bukosabino/financial-forecasting-challenge-gresearch
- Owner: bukosabino
- License: mit
- Created: 2018-04-26T11:58:57.000Z (about 7 years ago)
- Default Branch: master
- Last Pushed: 2018-12-05T20:34:00.000Z (over 6 years ago)
- Last Synced: 2025-01-13T19:09:13.500Z (3 months ago)
- Topics: financial-data, financial-engineering, machine-learning, time-series-forecasting
- Language: Jupyter Notebook
- Homepage: https://financialforecasting.gresearch.co.uk
- Size: 36.2 MB
- Stars: 42
- Watchers: 5
- Forks: 24
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Financial Forecasting Challenge G-Research
This repository include my code to the challenge proposed by G-Research:
https://financialforecasting.gresearch.co.uk/
In ended up at 29th place on the private leaderboard, among about 400 participants.
You can read my notes about the challenge:
https://medium.com/@bukosabino/financial-forecasting-challenge-by-g-research-8792c5344ae9
# Deployment
```sh
$ virtualenv -p python3 env
$ source env/bin/activate
$ pip install -r requirements.txt
```
# Run
0) You need to download the train and test datasets of the challenge: https://financialforecasting.gresearch.co.uk/
And put them in a 'input' folder in the project.
1) You need to execute preprocessing script. So:
```sh
$ cd preprocessing
$ python preprocessing.py
```
2) You can use any model in model folder. So:
```sh
$ cd models
$ python modelX.py
```
# Credits
Developed by Bukosabino.
I am a Machine Learning Freelance focused on Data Science using Python tools such as Pandas, Scikit-Learn, Zipline or Catalyst. Don't hesitate to contact with me if you need something related with Technical Analysis, Algo Trading, Machine Learning, etc.