Hybrid Forecasting
Generates intelligent stock trading signals by combining advanced statistical models and machine learning with integrated risk management and volatility analysis.
소개
The Hybrid Forecasting System is a professional-grade algorithmic trading platform designed for intelligent stock forecasting. It integrates sophisticated statistical models like ARIMA and ARIMA-GARCH with machine learning techniques such as XGBoost, leveraging over 10 technical indicators for robust signal generation. Beyond forecasting, the system offers comprehensive risk management, including volatility classification and confidence scoring for buy/sell/hold decisions. Its full Model Context Protocol (MCP) server integration allows for natural language queries, portfolio analysis, and real-time market summaries, making it a versatile tool for both quantitative analysis and automated trading strategy development.
주요 기능
- Detailed output with CSV exports, charts, and logging for analysis and reporting
- Hybrid forecasting with ARIMA, ARIMA-GARCH, and XGBoost models for diverse market conditions
- Full MCP (Model Context Protocol) server integration for natural language queries and market analysis
- Multi-stock and configurable portfolio support with smart caching for efficient data processing
- Comprehensive risk management including volatility classification and confidence-scored trading signals
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사용 사례
- Query trading opportunities and market summaries using natural language via the MCP server
- Generate buy/sell signals for pre-configured or custom stock portfolios with specific confidence levels
- Analyze and compare performance across different investment strategies or market sectors
- Utilize advanced ARIMA-GARCH models for forecasting high-volatility stocks, including cryptocurrencies
