semvec/pypi-packages huggingface dataset:
Finscience 0.0.1
A trend indicator and two algoritmic trading strategies based on the alternative data provided by FinScience
License: MIT
Keywords: finscience

This library allows you to use four functions based on t he alternative-data metrics provided by FinScience s.r.l., namely the popularity and sentiment.

The Trend_Indicator function is a financial technical indicator based on machine learning model LightGBM, that allows you to predict the trend of returns

In particular, the SiSS function apply over a single title the so called "Signal Screener Strategy", which is an algorithmic function based on signals provided by sentiment and popularity.

The TI-SiSS is similar to the SiSS except for the fact that it is extremely dependent on the FinScience metrics since it exploits also the Trend Indicator

CHANGE LOG
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0.0.1 (15/06/2022)
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- First Release