Stock returns prediction through financial statements

This project use tabnet in order to try to predict, based on financial statements retrieved on Yahoo Finance, if a stock will outperform the market on a 1 year horizon.

The project uses tabnet to perform the predictions.

1. Get financial data from Yahoo Finance (1_get_data.py)
2. Preprocess data into a clean dataset (2_preprocess_data.py)
3. Feature engineering to create a training dataset (3_feature_eng.py)
4. Stock returns prediction with tabnet (4_model.py)
5. Perform a backtest analysis with the model (5_backtest.py)
6. Build and analyze different strategies based on the backtested scenarios (6_strategies.py)