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