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Case Study2022

LSTM Stocks Lab

Quant research playground with LSTM pipelines, vector search on fundamentals, and automated backtesting.

Next.jsPythonTensorFlowRedisDocker

Context & Goals

Personal research lab for equities forecasting with a focus on reproducibility. Provides a workflow where data scientists can prototype models, run CI-backed evaluations, and visualize results in dashboards.

Architecture

  • Data ingestion: Batch jobs pull price data, fundamentals, and sentiment, storing them in Parquet with metadata catalogs.
  • Model training: TensorFlow LSTM models, hyperparameter sweeps via Python scripts, and Dockerized workloads ready for cloud scaling.
  • Vector search: Redis Stack stores embeddings for fundamental similarity, powering peer analysis.
  • Frontend: Next.js dashboards for equity watchlists, performance attribution, and error analysis.

Highlights

  • GitHub Actions orchestrate nightly training/backtesting with result publishing to dashboards.
  • Experiment registry built with SQLite + Prisma for fast comparisons.
  • Docker Compose environment mirrors CI runs, making local iteration trivial.

What’s next

  • Port inference layer to ONNX Runtime for faster scoring.
  • Integrate with broker APIs for paper trading.