Financial Forecasting Challenge G-Research
This repository include my code to the challenge proposed by G-Research:
In ended up at 29th place on the private leaderboard, among about 400 participants.
You can read my notes about the challenge:
$ virtualenv -p python3 env $ source env/bin/activate $ pip install -r requirements.txt
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.
You need to execute preprocessing script. So:
$ cd preprocessing $ python preprocessing.py
- You can use any model in model folder. So:
$ cd models $ python modelX.py
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.