davidcgong / Verena

Strategies and basic research for the stock market

Verena

1) LSTM

LSTM built using the Keras Python package to do time-series prediction. Includes SP500 data. My initial attempt at LSTM is the lstm_part_1.py file

Requirements

Install requirements.txt file to make sure correct versions of libraries are being used.

• Python 3.5.x
• TensorFlow 1.10.0
• Numpy 1.15.0
• Keras 2.2.2
• Matplotlib 2.2.2

Output for stock market multi-dimensional multi-sequential predictions:

2) Algorithms

Algorithms can be found in the Algorithms folder, can be run on either Quantopian or Quantconnect