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Group 'Similar' Stocks #130

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aaronlam88 opened this issue Oct 17, 2018 · 0 comments

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aaronlam88 commented Oct 17, 2018

Block by Normalized Data.

After data is normalized, we should be able to 'group' stocks together.
We should only care about Close Price to make it easier. Stocks that are always Close '+' should group together, and Close '-' group together.
I still don't know how many group we will have and how to do this. We may use this http://scikit-learn.org/stable/modules/generated/sklearn.cluster.MeanShift.html#sklearn.cluster.MeanShift

aaronlam88 added this to the v0.1.2 milestone

aaronlam88 assigned ShuzhongChen

aaronlam88 added the ML label

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