ImperialCollegeLondon

ImperialCollegeLondon/ReCoDE-DecodingMarketSignals

In this Exemplar we investigate whether we can use signals form technical and quantitative analysis to predict future stock returns

Stars: 2
Forks: 1
Open beginner issues: 0
Indexed issues: 5

Dominant language: Jupyter Notebook
License: BSD-3-Clause
Last GitHub push: May 28, 2024
Latest indexed: Sep 17, 2026
Contributing guide: No contributing guide
Code of conduct: No code of conduct
Beginner labels: No beginner labels indexed
PR merge metrics: No merged PRs in 30d

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5 open issues indexed

Add logistic regressor and apply it to the candlestick signals Open

ImperialCollegeLondon/ReCoDE-DecodingMarketSignals#4 · 0 comments · 0 reactions · 0 assignees · Indexed Sep 17, 2026
Improve documentation Open

ImperialCollegeLondon/ReCoDE-DecodingMarketSignals#5 · 0 comments · 0 reactions · 0 assignees · Indexed Sep 17, 2026
Make sure to adjust the number of CPU cores in the optimizer for better performance Open

ImperialCollegeLondon/ReCoDE-DecodingMarketSignals#6 · 0 comments · 0 reactions · 0 assignees · Indexed Sep 17, 2026
Add strategy performance evaluation and compare to buy-and-hold strategy. Open

ImperialCollegeLondon/ReCoDE-DecodingMarketSignals#7 · 0 comments · 0 reactions · 0 assignees · Indexed Sep 17, 2026
What's in the README? Open

ImperialCollegeLondon/ReCoDE-DecodingMarketSignals#9 · 0 comments · 0 reactions · 0 assignees · Indexed Sep 17, 2026

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