Add model validation to analytics

owrior / portfolio-analytics

Module for tracking portfolio performance.

MIT License

0 stars 0 forks source link

Closed owrior closed 2 years ago

owrior commented 2 years ago

Add functionality to run analytics on moving window to measure efficacy against historic performance:

New validation.py file in analytics to include functionality to create the different time windows.
New metrics for validation.
New metrics for model ranking in different stocks.