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Machine learning-based quantitative trading strategy using TensorFlow, Alpaca, and systematic backtesting.
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README.md

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

  • Data acquisition
  • Feature engineering
  • LSTM model
  • Backtesting
  • Paper trading
  • Portfolio optimization