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financial-data

This code implements Hedge algorithm (Freund-Schapire 97) on stock data from 30 companies from 2010 to 2018.

data.py: Concerns itself with fetching and processing the stock data.

hedge.py: Contains two implementations of the Hedge algorithm: The standard one and one where we reinvest the return in the next round.

tickers.csv: Contains "tickers" for the company stocks that we want to process. Temp file is just a holder for the remaining tickers.

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Experiment to study the performance of Hedge algorithm on financial data

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