FinScience 0.6

A trend indicator and two algoritmic trading strategies based on the alternative data provided by FinScience

This library allows you to use four functions based on t he alternative-data metrics provided by FinScience s.r.l., namely the popularity and sentiment.

The Trend_Indicator function is a financial technical indicator based on machine learning model LightGBM, that allows you to predict the trend of returns

In particular, the SiSS function apply over a single title the so called “Signal Screener Strategy”, which is an algorithmic function based on signals provided by sentiment and popularity.

The TI-SiSS is similar to the SiSS except for the fact that it is extremely dependent on the FinScience metrics since it exploits also the Trend Indicator

CHANGE LOG

0.1 (15/06/2022)

• First Release

0.2 (15/06/2022)

• Second release with improvements

0.3 (15/06/2022)

• Released with improvements

0.4 (20/06/2022)

• Released with improvements

0.5 (10/07/2022)

• Released with improvements

0.6 (11/07/2022)

• Bugs fixed