anxxos / sp500-prediction-sentiment-xgboostLinks
In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment-based trading signal for the S&P 500 stock market index. The results indicate that sentiment data possess predictive power; however, substantial work remains before a fully implementable strategy can be realiz…
☆20Updated last year
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