Add boosted tree regression as an analytic

owrior / portfolio-analytics

Module for tracking portfolio performance.

MIT License

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Closed owrior closed 2 years ago

owrior commented 2 years ago

This will involve:

Adding boosted tree validation firstly.
Refactoring some of the functionality used by prophet module to neaten this up.
Reworking the way that the forecast is used - only max a year used for forecast (maybe less?), metric with forecast ranking with each stock. No historic forecast stored?