https://github.com/replacementAI/Finding-Alpha-with-AI

A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI
https://github.com/replacementAI/Finding-Alpha-with-AI

algorithmic-trading finance investing investment investment-strategies machine-learning python quant quantitative-finance quantitative-trading stock stock-market trading trading-strategies

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A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI

• Host: GitHub
• URL: https://github.com/replacementAI/Finding-Alpha-with-AI
• Owner: replacementAI
• License: gpl-3.0
• Created: 2022-09-21T18:44:26.000Z (about 2 years ago)
• Default Branch: main
• Last Pushed: 2023-06-10T19:33:39.000Z (over 1 year ago)
• Last Synced: 2024-08-02T02:16:22.364Z (3 months ago)
• Topics: algorithmic-trading, finance, investing, investment, investment-strategies, machine-learning, python, quant, quantitative-finance, quantitative-trading, stock, stock-market, trading, trading-strategies
• Language: Jupyter Notebook
• Homepage:
• Size: 386 KB
• Stars: 15
• Watchers: 2
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
# Finding Alpha with AI

NOTICE: This repo is v1, I have created an updated version at [v2].

In these series of jupyter notebooks, we will go over how to create simple AI models for strategies in the stock market. 

In the [first notebook], we evaluate and visualize different models to determine the correlation (aka similarity) between their outputs, in order to create diverse strategies that will perform well when combined into one model.

In the [second notebook], we compare the returns of different combinations of parameters related to data (specifically the N period interval and N period look back window) to determine the best performing combination of parameters related to data.

In the [third notebook], we evaluate different parameters of models (as opposed to data in the previous notebook), scoring them on average returns, in order to determine the best performing model parameters.

[first notebook]: https://github.com/replacementAI/Finding-Alpha-with-AI/blob/main/Code/Step_1_Evaluating_Different_Models.ipynb

[second notebook]: https://github.com/replacementAI/Finding-Alpha-with-AI/blob/main/Code/Step_2_Finding_Optimal_Interval_and_Lookback.ipynb

[third notebook]: https://github.com/replacementAI/Finding-Alpha-with-AI/blob/main/Code/Step_3_Optimizing_Model_Parameters.ipynb

[v2]: https://github.com/replacementAI/Finding-Alpha-with-AI-v2