Skip to content

DailyQuant utilizes Convolutional Neural Networks to analyze historical stock data and predict the following day's categorial quantile range for percentage gains.

License

Notifications You must be signed in to change notification settings

mfzhang/DailyQuant

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

7 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

DailyQuant

DailyQuant is a machine learning engine focused on predicting the next days stock changes for any stock on the market.

Daily Quant uses a Convolutional nerual network tot process "images" with 20x5x2 dimensions containg each of 20 subsequent day's HLOC and volume data on the first channel and the selected index(DJI, S&P, etc.)matching data on the 2nd channel.

The network uses a transfer learning approach in which the entire network is trained with ~600,000 stock records to train the convolutions to discern features and patterns between the stock data and the index whcih the network is tracking. When a single stock prediction is desired, a quick training of the fully connected layers based on that stock's specific data suffices for accurate results.

About

DailyQuant utilizes Convolutional Neural Networks to analyze historical stock data and predict the following day's categorial quantile range for percentage gains.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Python 100.0%