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Quantifying Market Regimes

patrics2727
June 29, 2026

About

This canvas implements a comprehensive NASDAQ 100 stock prediction and trading strategy pipeline that loads historical data, engineers technical features (moving averages, volatility, volume spikes, cross-sectional rankings), and trains ensemble ML classifiers (Random Forest and Gradient Boosting) to predict 30-day price direction, ultimately backtesting the predictions against market baseline returns from 2019-2021.

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