DL-LSTM
Asset class: US Equities/ETF Cloud project ID: None (local only)
Description
Deep learning LSTM strategy using Keras. Predicts next-day returns from sequence of past returns and technical features.
How to Run
Lean CLI: lean backtest "MyIA.AI.Notebooks/QuantConnect/projects/DL-LSTM" QC Cloud: Not yet deployed. Copy files to a new QC Cloud project to run.
Backtest Metrics
| Metric | Value |
|---|---|
| Model | LSTM (Keras) |
| Rebalance | Daily |
Files
- main.py - Strategy