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Fix: actual requirements.txt (previous upload accidentally put README content here)
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requirements.txt
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app_file: app.py
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pinned: false
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license: mit
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---
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# AAPL Triple-Barrier Direction Classifier (educational)
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Reference-backed financial-ML demo. XGBoost classifier trained on
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fractionally-differenced features and triple-barrier labels (López de Prado,
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*Advances in Financial Machine Learning*, Ch.3 + Ch.5).
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**This is an educational portfolio artifact, not a trading signal.**
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Test-set accuracy ~38% on a 3-class label set (random = 33%, p<0.05 in 3 of 5
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purged folds). Directional accuracy *when the model picks a side* is ~36% —
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worse than coin-flip. Do not trade real money on this.
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Full source, technical writeup, and lessons-learned:
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[github.com/moccaram/DataSynth](https://github.com/moccaram/DataSynth).
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gradio>=5.49,<6
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matplotlib>=3.8
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numpy>=1.26,<3
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pandas>=2.1
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scikit-learn>=1.3
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scipy>=1.11
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xgboost>=2.0
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