readme

README.md

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 # stocks_rnn
-Stock price prediction using LSTMs
+Stock price prediction using an LSTM, implemented in TensorFlow
+
+### Stock Price Prediction using LSTM
+Downloads adjusted daily returns of a configurable date range and set of stocks from Yahoo Finance, concatenates them all into a long sequence, and trains an LSTM to predict future returns based on the sequence of past returns.
+
+### Specifics
+- Implemented in TensorFlow, adapted from Google's PTB RNN prediction example
+- Returns are normalized using standard deviation (lookback configurable). Positive drift should be negligible.
+- Train / validation / test sets are organized in chronological order.
+
+### Dependencies
+- TensorFlow
+
+### Does it work?
+Not really, current results aren't much better than chance. The data might be too noisy for this method, or there might be something wrong in the code or model.
+
+Feel free to contact me: tencia@gmail.com