Stock Daily Sentiment (Up/Down)
Predicts whether next-day close-to-close return is positive (1) or not (0) using daily OHLCV-derived features (returns/volatility, RSI(14), MACD, Bollinger %B, SMA ratios) plus SPY daily return.
Holdout metrics:
- ACC ≈ 0.52
- AUC ≈ 0.523
- F1 ≈ 0.68
Usage (programmatic)
from huggingface_hub import hf_hub_download
import skops.io as sio
arts = sio.load(hf_hub_download(
repo_id="jacobre20/stock-sentiment-daily-v1",
filename="model.skops"
))
model = arts["model"]
feature_cols = arts["feature_cols"]
# X must be a DataFrame with the same feature columns in 'feature_cols'
# proba = model.predict_proba(X[feature_cols].values)[:, 1]
# pred = (proba >= 0.5).astype(int)