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Neural Trading Engine

Backend-only prototype for a quant engine.

  • Data: yfinance OHLCV
  • Features: TA indicators
  • Models: LogisticRegression / RandomForest (next: RL)
  • Backtest: long/flat, no leverage

For research/education only. Not financial advice.

Quickstart

python3 -m venv .venv && source .venv/bin/activate pip install -r requirements.txt

Train on AAPL, 2017–2024

python train.py --tickers AAPL --start 2017-01-01 --end 2024-12-31

Evaluate + backtest (plots saved to artifacts/)

python evaluate.py --tickers AAPL --start 2019-01-01 --end 2024-12-31 --model rf

About

ML-driven trading engine using Random Forest + Logistic Regression to forecast short-term stock movements from technical indicators. Includes a modular backtesting framework with transaction costs, forward testing, and feature analysis for interpretable performance.

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