Machine Learning to generate a buy list - Random Forest, Any improvements?

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Machine Learning to generate a buy list - Random Forest, Any improvements?

edited

Machine Learning Research

I did a small project by using Random Forest model to predict stock performance.
By feeding the stock features into the model such as PE, Sales, Volume etc. into the model, will the model give you a good prediction?

The accuracy score is good, about 0.98 but I failed, the model return mostly not buy prediction. As the model think that most stock in Q1500US from the features I provided, is not good. It returned several stocks through, but not as good I would think.

If you could do any improvement on the model, please feel free. I will keep looking into different models.
Its a pity that the GridsearchCV does not work in quantopian platform.

2 responses

... provided, is not good. It returned several stocks through, but not as good I would think.

Where do you evaluate how good the selected stocks are in terms of a backtest with a portfolio selecting only the indicated stocks?

Sorry... Forget to mention that appreciate you posting this-- interesting

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.