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Aguru Venkata Saisantosh Patnaik
2025-09-10 18:13:56 +05:30
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@@ -14,17 +14,6 @@ This repository presents a comprehensive research pipeline for developing and va
- Robust validation using purged time-series cross-validation - Robust validation using purged time-series cross-validation
- Comprehensive feature engineering incorporating market microstructure - Comprehensive feature engineering incorporating market microstructure
## 🏗️ Repository Structure
.
├── full_developed_strategy.ipynb # Main notebook: data processing, feature engineering, modeling, backtest
├── saisantosh_report.pdf # Written project report (figures & analysis)
├── data.csv # Primary hourly OHLCV dataset
├── gold.csv # Daily gold close used as macro/commodity feature
├── oil.csv # Daily WTI crude close & volume used as macro/commodity feature
├── requirements.txt # Python package requirements
└── README.md
## 🔬 Research Methodology ## 🔬 Research Methodology
### 1. Feature Engineering Strategy ### 1. Feature Engineering Strategy