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Your objective is to produce a model to predict positive moves ( up trend ) using machine learning models as specified in the below section.
Your objective is to produce a model to predict positive moves up trend using machine learning
models as specified in the below section. Your proposed solution should be comprehensive with the
detailed feature engineering and model architecture.
Choose one ticker of your interest from the index, equity, ETF, crypto token, or commodity.
Predict trend only, for a shortterm return example: daily, hours Limit prediction to
binomial classification: the dependent variable is best labeled Avoid using as class
labels.
Analysis should be comprehensive with detailed feature engineering, data preprocessing, model
building, and evaluation.
Devise your own approach on how to categorise extremely small nearzero returns drop from
training sample, group with positivenegative The threshold will strongly depend on your
ticker. Example: small positive returns below can be labelled as negative.
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