This project use tabnet in order to try to predict, based on financial statements retrieved on Yahoo Finance, if a stock will outperform the market on a 1 year horizon.
The project uses tabnet to perform the predictions.
- Get financial data from Yahoo Finance (1_get_data.py)
- Preprocess data into a clean dataset (2_preprocess_data.py)
- Feature engineering to create a training dataset (3_feature_eng.py)
- Stock returns prediction with tabnet (4_model.py)
- Perform a backtest analysis with the model (5_backtest.py)
- Build and analyze different strategies based on the backtested scenarios (6_strategies.py)