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ML Stock Market Prediction Algorithm using TaLib Library

Description

The model is trained on the basis of positive/negative daily returns. It is trained by using the 60 technical idicators provided in the TaLib Library.

Prerequisites

Requirements of libraries

  • TaLib
  • Scikit Learn

Usage

So far, I have usued all technical indicators provided by the library, this is of course not the best solution. But as I continue the project, I will optimise which technical indicators I use. With the current set, the accuracy of the prediction varies between 78-85%, depending on the chosen stock.

Strategy Returns for Google (GOOG)

Returns

Accuracy Report

Accuracy Report

Roadmap

  • Find best set of Technical Indicators to maximize accuracy

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machine learning prediction algorithm for stock returns (in progress)

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