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Mark Aron Szulyovszky 42a1bc59cb feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
.github/workflows
refactor(Training): use date indexes instead of integers, need this to prepare for Events (#185)
2022-01-24 12:22:30 +01:00
.vscode
feat(Pipeline): save results, train on all assets
2021-12-14 22:59:44 +01:00
archive
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
config
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
data
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
data_loader
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
feature_extractors
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
labeling
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
models
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
output
chore(Project): added output folder (#124)
2022-01-07 19:03:17 +01:00
reporting
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
tests
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
training
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
transformations
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
utils
feat(Events): added EventFilter, EventLabeller (#186)
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.gitignore
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
conftest.py
feat(Tests): added basic unit tests for walk_forward_train_test() (#22)
2021-12-15 17:54:03 +01:00
environment.yml
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
exploration.ipynb
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
README.md
Update README.md
2022-01-26 22:06:40 +01:00
run_clear_cache.py
fix(Selection): dynamic step size for feature selection (#123)
2022-01-07 18:45:03 +01:00
run_evaluate_robustness.py
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
run_fetch_data_daily.py
feat(Data): create DataSource, DataCollection, added hourly crypto data (#96)
2021-12-31 19:04:27 +01:00
run_fetch_data_glassnode.py
feat(Data): added daily_glassnode DataCollection (#99)
2022-01-03 13:57:36 +01:00
run_fetch_data_minute.py
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
run_inference.py
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
run_model_dev.py
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
run_pipeline.py
feat(Events): added EventFilter, EventLabeller (#186)
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run_portfolio_reporting.py
feat(Events): added EventFilter, EventLabeller (#186)
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run_sweep.py
feat(Events): added EventFilter, EventLabeller (#186)
2022-01-26 23:22:43 +01:00
wandb_setup.py
feature: Added Weights and Biases configuration to the repo. (#48)
2021-12-20 14:01:14 +01:00

README.md

Financial time series prediction

And end-to-end pipeline to train predictive Machine Learning models on financial (non-stationary, regime changing) time series. Includes feature selection and meta labelling.

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Readme 11 MiB
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Python 85%
Jupyter Notebook 15%