Financial Forecasting Challenge G-Research

This repository include my code to the challenge proposed by G-Research:

https://financialforecasting.gresearch.co.uk/

In ended up at 29th place on the private leaderboard, among about 400 participants.

You can read my notes about the challenge:

https://medium.com/@bukosabino/financial-forecasting-challenge-by-g-research-8792c5344ae9

Deployment

$ virtualenv -p python3 env
$ source env/bin/activate
$ pip install -r requirements.txt

Run

0. 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.

1. You need to execute preprocessing script. So:

$ cd preprocessing
$ python preprocessing.py

2. You can use any model in model folder. So:

$ cd models
$ python modelX.py

Credits

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.