yes, since the code is pretty modular. All the changes that one needs to make are in the data_manager.py file. There is a single function that loads the stocks data which can easily be changed.
Great, I'll be touch. The datasets are NLP and NLU derived correlation matrices used to cluster stocks in different ways outside of standard time-series
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Can you load other datasets like these used by Elastic in Generating and visualizing alpha...? https://www.elastic.co/blog/generating-and-visualizing-alpha...
yes, since the code is pretty modular. All the changes that one needs to make are in the data_manager.py file. There is a single function that loads the stocks data which can easily be changed.
Happy to talk more on this.
Great, I'll be touch. The datasets are NLP and NLU derived correlation matrices used to cluster stocks in different ways outside of standard time-series
That's pretty awesome. Please keep in touch, let's see if we can apply the tool on the new data sets.