CS 5999 AI signaling derivatives operations This the part of the project referent to Lucas Molter's part.
Project Title: Derivatives portfolio based on AI signal identification
Project Description: A popular method of investment is Technical Analysis. It is a complex technique. However, the attribution of a target price for the security being analyzed is not easy.Therefore, the idea of this project is to use AI to identify signals (buy or sell) in price charts, so that this information can be used for calculating strike for derivates contracts. This application will be developed in Python. My part of the project will have the following steps: - Data Collection: Gathering images of charts with buy and sell labels: this part is not expected to be particularly difficult, but might be very long. - Data adjustment: transform images in readable formats - Model development: Writing and trainning the method that is going to be used - Communication: The AI must return to the second part of the project (developed by Atharv) the following information {Security Ticker, Signal, Time frequency, Spot Price} - Interface: Least important. Goal: not require from the user programming knowledge. On average I am planning on spending 7+ hours a week on the project.
This part is referent to the AI part. The data will come from two different APIs, Yahoo Finance and Alpha Vantage.
The dataset will be created by myself.
Also here will be created the interface with the user.