- Sketch sacred tests
- Refactor training and eval functions
- Implement a 3 tier loop in Sacred
- Iterate over model type
- Size
- Column permuations (from another meta file)
- Train against training symbols
- Eval against eval symbols
Analyst Ideas
- series translation to trend
- Bigger models?
- fold in more datapoints
- you can calculate expected earnings using alphavantage surprise - might be interesting to look at projections of price reflected in expected earnings
- Can we project earnings instead of price?
- Research + news feed analyst
- should be able digest research and news into datapoints that the portfolio manager can leverage Research:
- How ususable are the tools in https://github.com/AI4Finance-Foundation/FinRL?