This is a project using some simple machine learning models to predict the stock returns, classify them among all the stocks.
The data used for this model can be found in all data. And put the data in the "/data" path.
First run the file ALphaGenerate.py and data for train and valid will be added into path "/data". Features will be saved in hdf5 files, labels will be saved in csv files.
Then run the file model.py and you will get the result represented by kappa.
And you can modify the model configuration in config.py and parameters in Parameters.py.