Machine Learning Model for Trading US Stock Market
Budget: $250 – $750 USD
Dear Data Scientists/ML Engineers ,
Let me tell you my vision about the model and code I want to implement:
1. We need to train the model on SPY 500 stocks using OCHLV data along with other indicators like 9 days RSI , MACD and Money flow.
2. The model should predict the next day movement for each symbol, up, stationary, and down. The move shall be more than 5% to be considered up or down.
3. The code will grab daily data every day and feed it to the model to provide predictions about each of the 500 symbols.
4. The code will capital balance the shorts and longs symbols based on allowed investment amount and calculate number of shares for each position.
5. The code will send MOO orders for shorts and longs before the market open.
6. After order execution the code will send MOC orders to close each opened position.
7. The code shall execute orders on TWS from IB and preferably to grab all data from TWS.
A brief documentation is required to allow self adjustment in the future.
If you think you can undertake this project please let me know the budget and time frame.
Let me tell you my vision about the model and code I want to implement:
1. We need to train the model on SPY 500 stocks using OCHLV data along with other indicators like 9 days RSI , MACD and Money flow.
2. The model should predict the next day movement for each symbol, up, stationary, and down. The move shall be more than 5% to be considered up or down.
3. The code will grab daily data every day and feed it to the model to provide predictions about each of the 500 symbols.
4. The code will capital balance the shorts and longs symbols based on allowed investment amount and calculate number of shares for each position.
5. The code will send MOO orders for shorts and longs before the market open.
6. After order execution the code will send MOC orders to close each opened position.
7. The code shall execute orders on TWS from IB and preferably to grab all data from TWS.
A brief documentation is required to allow self adjustment in the future.
If you think you can undertake this project please let me know the budget and time frame.