• Created a KNN Model that gives a buy or pass signal (Precision 0.56)

• Collected daily price data (Open,Close,High,Low,Volume) for SPY, E-MINI, and VIX on finance.yahoo.com

• Engineered techinal common indicators and created own moving average ratios

• Optimized KNN model with over 100 features. Used the precision recall curve to optimize the threshold value

• Tested model in a trading simulated envirment for profit/loss evaluation

• Test model with different stock betas

• Built a client facing Web App with Streamlit

Link to GitHub Repository for Jupyter Notebook
Link to GitHub Repository for Web App
Link to Web App