lstm-alpha-strategy/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