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Winston B
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Update README.md
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README.md
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# TL;DR on WTF
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- The purpose of this project is to predict whether the current day's close will be above the previous day's close (`Target`).
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- Predictions are produced through generalized stacking of an ensemble of 2 models.
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- Using probabilities outside of `(0.4, 0.6]` results in `precision` in 0.7 - 0.8 range.
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- Model validated with walk forward validation.
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# TL;DR on WTF
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- The purpose of this project is to predict whether the current day's close will be above the previous day's close (`Target`).
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- Predictions are produced through generalized stacking of an ensemble of 2 models.
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+
- 4 different flavors 🍧 are currently available: At Open, 30 / 60 / 90 minutes into trading session.
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- Using probabilities outside of `(0.4, 0.6]` results in `precision` in 0.7 - 0.8 range.
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- Model validated with walk forward validation.
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