yay readmes

README.md

@@ -1,12 +1,21 @@
----
-title: Gamedayspx
-emoji: 📊
-colorFrom: pink
-colorTo: purple
-sdk: streamlit
-sdk_version: 1.21.0
-app_file: app.py
-pinned: false
----
+# TL;DR on WTF
+- The purpose of this project is to predict whether the current day's close will be above the previous day's close (`Target`).
+- Predictions are produced through generalized stacking of an ensemble of 2 models.
+- 3 different models are currently available: At Open, 30 Mins into trading session, and 60 minutes into training session.
+- Using probabilities outside of `(0.4, 0.6]` results in `precision` in 0.7 - 0.8 range.
+- Model validated with walk forward validation. 
 
-Check out the configuration reference at https://huggingface.co/docs/hub/spaces-config-reference
+# Features
+- `BigNewsDay`: This feature represents whether the current day is a "big news day", eg. NFP, CPI, PPI, CPE, etc. 
+- `Quarter`: The current quarter as of previous day (Q1,Q2,Q3,Q4) 
+- `Perf5Day`: Whether the previous day's close is higher than it was 5 days earlier.
+- `Perf5Day_n1`: Previous value of 👆🏽
+- `DaysGreen`: Consecutive number of days green (close > previous close), as of the previous day.
+- `DaysRed`: Consecutive number of days red (close <= previous close), as of the previous day.
+- `CurrentGap`: The current day's gap as a percentage of the previous close, or (Open - Previous close) / Previous Close
+- `RangePct`: The previous day's range as a percent of the prior day's close.
+- `RangePct_n1`: Previous value of 👆🏽
+- `RangePct_n2`: Previous value of 👆🏽
+- `OHLC4_VIX`: The previous day's OHLC4 of VIX.
+- `OHLC4_VIX_n1`: Previous value of 👆🏽
+- `OHLC4_VIX_n2`: Previous value of 👆🏽