Price Volume Matching Trading Algo
This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with similar historical data trend on Python
Install / Use
npx skills add WenzhengHu14/price-volume-matching-trading-algoInstalls into whichever agent you are using.
README
price-volume-matching-trading-algo
This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with similar historical data trend on Python.
It includes two parts:
- Function called "predict" to run the analysis to look for the best several (4 by default) fits and predict the next day's close price.
- Function called "run" to run the out of sample test in certain time period to determine the return.
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