STONK

Stocks Trading Optimized Network Knowledge

Recommender system for stocks trading. Recommends every day to buy, sell or do nothing in order to maximize the proffit.

Quickstart

To start the docker container execute the following command

$ ./bin/start [-n <string>] [-t <tag-name>] [--sudo] [--build]

<tag-name> = cpu | devel-cpu | gpu

For example:

$ ./bin/start -n myContainer -t gpu --build

Once the docker container is running it will execute the contents of the /bin/execute file.

You can execute

$ docker exec -it <container-id> /bin/sh -c "[ -e /bin/bash ] && /bin/bash || /bin/sh"

to access the running container's shell.

Datasets

I used New York Stock Exchange dataset made by Dominik Gawlik https://www.kaggle.com/dgawlik/nyse

Models & Techniques

The model architecture is comprised of a Multi-head attention layer and a LSTM layer. The model was trained with reinforcement learning, in particular PPO was used.