quantcast
PublicA modular stock prediction framework combining time series models and modern ML techniques. Supports custom pipelines for feature engineering (lag features, technical indicators), model training (ARIMA, XGBoost, LSTM), and walk-forward backtesting with performance metrics like Sharpe ratio, MSE, and cumulative return. Currently under development.
algorithmic-tradingbacktestingbacktesting-enginedata-driven-tradingdeep-learningdjangofinancial-forecastingmachine-learningprice-predictionquantitative-finance
Creat:2025-02-10T21:40:25
Update:2025-07-07T15:35:16
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