Alpha Blasters

Inspiration

Increasing predicting power by incorporating momentum, sentiment analysis and supply chain data

What it does

It combines 3 different elements of inputs and predicts stock return through various Machine Learning Algorithm

How we built it

through Python, AWS, github, sklearn, quandl

Challenges we ran into

Data cleaning and integration from multiple datasets

Accomplishments that we're proud of

Achieved higher sharp ratio than the stock return

What we learned

machine learning models, data processing, AWS

What's next for Market Prediction with Momentum, Sentiment and Supply Demand

In future, the model can be improved through including more information such as Fundamentals data and Include other models such as Reinforcement Learning

Built With

• amazon-web-services
• keras
• python
• sklearn