Financial Time Series Analysis

Use deep learning models to perform time series analysis on financial data
Develop trading strategies using models forecasts
Compare strategies with non ML approach

Prerequisites

Python 3.8.6
Python libraries pip install -r requirements.txt
IEX API key

Data

Facebook's intraday data from IEX API
intraday_data.py

Models

LSTM Strategy Backtest LSTM strategy
LSTM Best performing model
DNN Model overfit
RSI strategy Non ML model as baseline

Results

License