rescope needed
We came across this library https://twopirllc.github.io/pandas-ta/, it seems like it has most of the technical indicators we need. let's add the library to our stack for now and only write our own ta logics if needed.
Let's think about how can we "grid search" a couple of indicators for each dataset (stocks). I think we can try something like:
correlation analysis
strategy evaluation
We can pick a couple of clusters, then based on each cluster, we pick the most correlated metric and use them as feature columns to train our timeseries.
This might be interesting https://github.com/twopirllc/pandas-ta
We will add this package to our repository after we evaluate it and confirm that it meets our requirements.
rescope needed
We came across this library https://twopirllc.github.io/pandas-ta/, it seems like it has most of the technical indicators we need. let's add the library to our stack for now and only write our own ta logics if needed.Let's think about how can we "grid search" a couple of indicators for each dataset (stocks). I think we can try something like:
We can pick a couple of clusters, then based on each cluster, we pick the most correlated metric and use them as feature columns to train our timeseries.