Building trading models on daily largest gainers
Plan:
- Collect Data
Collect prices (1-3 month 2-5 mins interval), volume, news, other data on stocks that has the highest one day gain. Put data in DB
- Build Models Genetic Algo - at each interval or ~ 30 minutes make decision to buy, sell or hold.
Optimize for profit, discourage number of trades
NN
Some other non machine learning models
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Run backtests and simulations Run models on benchmark dataset
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Trade
Connect to IBKR API and trade away