This project builds a commodities tracker that uses both commodity data and weather information to help inform investment decisions. It includes modules for data acquisition, analysis, forecasting, decision making, and risk management.
- Data Acquisition: Fetch commodity and weather data via APIs with robust error handling and logging.
- Analysis: Explore correlations between commodity prices and weather patterns.
- Forecasting: Use Prophet for time-series price forecasting with uncertainty intervals.
- Decision Engine: Generate buy/sell/hold signals based on forecasted data, integrated weather anomalies, and computed risk metrics.
- Risk Management: Incorporates risk metrics (e.g., Value-at-Risk, volatility), backtesting, and scenario analyses.
- Dashboard: A Flask-based dashboard to visualize signals and key metrics.
- Data Quality & Frequency: Ensures high-resolution data and proper alignment between commodity and weather datasets.
- Model Calibration & Uncertainty: Implements continuous model recalibration and provides confidence intervals for forecasts.
- Risk Management: Features backtesting, risk metrics computation, and scenario analyses for robust decision-making.
- Scalability & Reliability: Designed to be scalable with cloud integration in mind, using scheduled ETL and real-time monitoring.
- Transparency & Explainability: Provides logging and clear outputs to explain how decisions are derived, and ensures compliance with regulatory considerations.
- Install dependencies using
pip install -r requirements.txt. - Configure API keys in the
modules/data_acquisition.pyfile. - Run the dashboard with
python dashboard/app.py.
This project is a blueprint. In a production environment, further refinements, extensive backtesting, and integration with multiple data sources would be required.