Capstone_Project_APU

Sentiment analysis & machine learning model to predict stock movement. Experiment with various technique to generate trading signal such as hybrid Simple Moving Average combine with sentiment analysis and 5 machine learning technique (Logistic Regression, Naive Bayes, SVM, Random Forest & MLP). Dataset was mining using web scraping technique & API.

##Webscraping

Baseline Benchmark (Buy & Hold Strategy)

Simple Moving Average + Sentiment Analysis Model

Machine Learning Model

         SVM               |       Random Forest          |           MLP 

Support Vector Machine

Random Forest

Multi Layer Perceptron

Overall Result

0.80 Sharpe Ratio on SMA & Sentiment Analysis | 26.2% Annual Return
0.79 Sharpe Ratio on MLP Model | 42.6% Annual Return