2026-06-29 05:48:13 +00:00
|
|
|
# LSTM Alpha Strategy
|
2026-06-29 05:47:36 +00:00
|
|
|
|
2026-06-29 05:48:13 +00:00
|
|
|
Machine learning-based quantitative trading strategy for predicting next-day stock direction.
|
|
|
|
|
|
|
|
|
|
## Features
|
|
|
|
|
|
|
|
|
|
- Historical market data ingestion (Alpaca)
|
|
|
|
|
- Feature engineering
|
|
|
|
|
- LSTM neural network
|
|
|
|
|
- Backtesting engine
|
|
|
|
|
- Risk management
|
|
|
|
|
- Paper trading
|
|
|
|
|
- Performance metrics
|
|
|
|
|
|
|
|
|
|
## Tech Stack
|
|
|
|
|
|
|
|
|
|
- Python
|
|
|
|
|
- pandas
|
|
|
|
|
- NumPy
|
|
|
|
|
- TensorFlow
|
|
|
|
|
- Matplotlib
|
|
|
|
|
- Alpaca API
|
|
|
|
|
|
|
|
|
|
## Roadmap
|
|
|
|
|
|
|
|
|
|
- [x] Data acquisition
|
|
|
|
|
- [x] Feature engineering
|
|
|
|
|
- [ ] LSTM model
|
|
|
|
|
- [ ] Backtesting
|
|
|
|
|
- [ ] Paper trading
|
|
|
|
|
- [ ] Portfolio optimization
|