benwaldner / sentiment Goto Github PK

CMP (Current Market Psychology) Indicator is a Machine Learning indicator using a range of qualitative and quantitative data points to measure the level of Greed and Fear in the market place.

In Part I, we will use LSTM RNN Model to predict S&P 500 closing prices. We will also fetch and analyze today's business sentiments leveraging today's top business headlines.

In Part II, we will switch and run Random Forest model to predict recession. We will then, if needed, move our GradientBoostingClassifier wand to add some sparkle to our model accuracy. Finally, we will leverage Random Forest feature importance segment to create Fear and Greed Index to gauge the pulse of current market psychology and showcase our results using Panel.