# LSTM Alpha Strategy

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
- [ ] Feature engineering
- [ ] LSTM model
- [ ] Backtesting
- [ ] Paper trading
- [ ] Portfolio optimization