The most famous King Midas is popularly remembered in Greek mythology for his ability to turn everything he touched into gold. - Wikipedia
- Read the Medium article on this project!
- Predicting profitable day trading positions by fitting a random forest classifier on historical minute-level stock price data
- Independent end-to-end machine learning project, from data collection to model deployment
- Try the Web App Demo!
- Data collection from Yahoo Finance (SQLite3)
- Data transformation, feature engineering (pandas)
- ML model training, tuning and tracking (scikit-learn, MLflow)
- ML model deployment: API and web app (Flask, Streamlit)
- Use requirements.txt for the demo.
- Use requirements_full.txt for all scripts.
- Minute-level price data is extracted, and filtered to those with Bullish RSI Divergence
- These filtered points and their respective profit/loss outcomes are used to train an ML classifier
- With the trained model, we can try to predict future profit/loss outcomes
- Price data extracted with the help of the yfinance library, created and maintained by Ran Aroussi and other contributors
