Inspiration
During past market events, some companies manage to recover back to their original price, and this is due to having resilient characteristics. If we can identify these companies, we can invest in these companies during bad market events, to profit and generate alpha.
ESG Theme and Social Media Sentiment Theme
What it does
Strategy: Track effect of market events on top ESG companies and categorize resilient companies AlphaGen: analyzing current social media market sentiment to predict asset prices before market close Desirable state: using past performance for negative social media market sentiment events to predict asset prices 100 days after a recent bad event
How I built it
sleepless nights
Challenges I ran into
transforming EOD stock prices with future EOD stock prices data.
Accomplishments that I'm proud of
achieved RMSE of 0.063
What I learned
how to use AWS and fast.ai to build scalable deep learning models with large datasets.
What's next for Alpha Resilience
Build the model
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