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GDELT_Alpha_and_Trading_Strategy

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  1. .gitattributes +1 -0
  2. 2020/copper_prices.csv +1405 -0
  3. 2020/ml_daily_dataset.csv +0 -0
  4. 2020/ml_daily_dataset.parquet +3 -0
  5. 2020/oos_predictions_and_returns.csv +381 -0
  6. 2020/oos_summary.csv +3 -0
  7. 2020/per_fold_metrics.csv +11 -0
  8. 2020/sentiment_daily_features.csv +0 -0
  9. 2020/sentiment_daily_features.parquet +3 -0
  10. Aggregated OOS.docx +3 -0
  11. Column names.docx +0 -0
  12. GDELT Alpha.ipynb +0 -0
  13. accuracy_summary.csv +5 -0
  14. combined_dataset .csv +0 -0
  15. combined_dataset copy.csv +0 -0
  16. combined_dataset original.csv +0 -0
  17. combined_dataset(2).csv +0 -0
  18. combined_dataset(3).csv +0 -0
  19. combined_dataset.csv +0 -0
  20. combined_dataset.parquet +3 -0
  21. copper_prices.csv +1400 -0
  22. daily_features.csv +0 -0
  23. daily_features.parquet +3 -0
  24. market_features.csv +1380 -0
  25. oos_buyhold.csv +1086 -0
  26. oos_logistic.csv +0 -0
  27. oos_rf.csv +0 -0
  28. oos_svm.csv +0 -0
  29. oos_xgb.csv +0 -0
  30. sentiment_daily_features.csv +0 -0
  31. sentiment_daily_features.parquet +3 -0
  32. shap_rf_bar.png +3 -0
  33. shap_rf_beeswarm.png +3 -0
  34. shap_rf_summary.png +3 -0
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