README.md

metadata

title: Advanced Stock Prediction Analysis with Amazon Chronos
emoji: 🚀
colorFrom: blue
colorTo: purple
sdk: gradio
sdk_version: 5.33.0
app_file: app.py
pinned: true
license: mit
short_description: stock prediction with Amazon/Chronos
tags:
  - mcp-server-track
  - finance
  - machine-learning
  - time-series
  - stock-prediction
  - chronos
  - market
  - yfinance
  - amazon
  - forecasting
  - ensemble

🚀 Advanced Stock Prediction Analysis with Amazon Chronos

A cutting-edge AI-powered stock prediction and analysis system with 580M+ parameters, designed to analyze and predict stock prices across multiple timeframes. Equipped with Amazon's Chronos foundation model and advanced ensemble methods, it excels in both short-term trading and long-term investment analysis.

🌟 Key Features

Market Status Monitoring

• Real-Time Market Status: Check if markets are open or closed with a simple click
• Multi-Market Support: Monitor US Stocks, European Markets, Asian Markets, Forex, Crypto, Futures, and Commodities
• Timezone-Aware: Accurate status based on each market's local timezone
• Trading Hours: Detailed information about market hours and next trading days
• 24/7 Markets: Support for continuous trading markets like Forex and Crypto
• User-Friendly Interface: Simple dropdown menu and click-to-check functionality

Core Prediction Engine

• Amazon Chronos Integration: Uses the state-of-the-art Chronos T5 foundation model for probabilistic time series forecasting
• Multi-Timeframe Analysis: Support for daily, hourly, and 15-minute timeframes
• Advanced Ensemble Methods: Combines multiple algorithms including Random Forest, Gradient Boosting, SVR, and Neural Networks

Enhanced Covariate Data

• Market Indices: S&P 500, Dow Jones, NASDAQ, VIX, Treasury yields
• Sector ETFs: Financial, Technology, Energy, Healthcare, and more
• Commodities: Gold, Silver, Oil, Natural Gas, Corn, Soybeans
• Currencies: EUR/USD, GBP/USD, JPY/USD, CHF/USD, CAD/USD
• Economic Indicators: Inflation proxies, volatility indices, dollar strength

Advanced Uncertainty Calculations

• Multiple Uncertainty Methods:
  • Basic quantile-based uncertainty
  • Skewness-adjusted uncertainty
  • Volatility-scaled uncertainty
  • Market condition adjusted uncertainty
  • Time-decay uncertainty
  • Ensemble uncertainty (combines all methods)
• Regime-Aware Uncertainty: Adjusts uncertainty based on market regime detection
• Confidence Intervals: 95% confidence bands with multiple calculation methods

Enhanced Volume Prediction

• Price-Volume Relationship Modeling: Analyzes the relationship between price movements and volume
• Volume Momentum: Incorporates volume momentum and trends
• Market Condition Adjustments: Adjusts volume predictions based on market volatility
• Uncertainty Quantification: Provides volume prediction uncertainty estimates

Sentiment Analysis

• News Sentiment Scoring: Analyzes news articles for sentiment polarity
• Confidence Levels: Provides confidence scores for sentiment analysis
• Real-time Integration: Incorporates sentiment data into prediction models

Market Regime Detection

• Hidden Markov Models: Detects bull, bear, and sideways market regimes
• Volatility Clustering: Identifies periods of high and low volatility
• Regime-Aware Predictions: Adjusts predictions based on current market regime

Advanced Algorithms

• Multi-Algorithm Ensemble:
  • Random Forest Regressor
  • Gradient Boosting Regressor
  • Ridge Regression
  • Lasso Regression
  • Support Vector Regression (SVR)
  • Multi-Layer Perceptron (MLP)
• Time Series Cross-Validation: Uses expanding window validation for robust model evaluation
• Weighted Ensemble: Combines predictions using uncertainty-weighted averaging

Financial Smoothing

• Multiple Smoothing Methods:
  • Exponential smoothing (trend following)
  • Moving average (noise reduction)
  • Kalman filter (adaptive smoothing)
  • Savitzky-Golay (preserves peaks/valleys)
  • Double exponential (trend + level)
  • Triple exponential (complex patterns)
  • Adaptive smoothing (volatility-based)

📊 Technical Indicators

Price-Based Indicators

• RSI (Relative Strength Index): Momentum oscillator with regime-adjusted thresholds
• MACD (Moving Average Convergence Divergence): Trend-following momentum indicator
• Bollinger Bands: Volatility indicator with position analysis
• Moving Averages: SMA 20, SMA 50 with crossover analysis

Volume-Based Indicators

• Volume-Price Trend: Analyzes the relationship between volume and price movements
• Volume Momentum: Tracks volume changes over time
• Volume Volatility: Measures volume stability
• Volume Ratio: Compares current volume to historical averages

Risk Metrics

• Sharpe Ratio: Risk-adjusted return measure
• Value at Risk (VaR): Maximum expected loss at given confidence level
• Maximum Drawdown: Largest peak-to-trough decline
• Beta: Market correlation measure
• Volatility: Historical and implied volatility measures

🛠️ Installation

1. Install Dependencies:

pip install -r requirements.txt

2. Key Dependencies:

• chronos-forecasting>=1.0.0: Amazon's Chronos foundation model
• torch>=2.1.2: PyTorch for deep learning
• yfinance>=0.2.0: Yahoo Finance data
• scikit-learn>=1.3.0: Machine learning algorithms
• plotly>=5.0.0: Interactive visualizations
• gradio>=4.0.0: Web interface
• textblob>=0.17.1: Sentiment analysis
• arch>=6.2.0: GARCH modeling
• hmmlearn>=0.3.0: Hidden Markov Models

🚀 Usage

Web Interface

python app.py

The application provides a comprehensive web interface with three main tabs:

1. Daily Analysis: Long-term investment analysis (up to 365 days)
2. Hourly Analysis: Medium-term trading analysis (up to 7 days)
3. 15-Minute Analysis: Short-term scalping analysis (up to 3 days)

Market Status Check

The application includes a simple market status monitoring feature:

1. Quick Market Status Check: Located at the top of the interface
2. Market Selection: Dropdown menu with all supported markets:
   • US Stock Market (NYSE, NASDAQ, AMEX)
   • European Markets (London, Frankfurt, Paris)
   • Asian Markets (Tokyo, Hong Kong, Shanghai)
   • Forex Market (24/7 Global Currency Exchange)
   • Cryptocurrency Market (24/7 Bitcoin, Ethereum, Altcoins)
   • US Futures Market (24/7 CME, ICE, CBOT)
   • Commodities Market (24/7 Gold, Silver, Oil, Natural Gas)
3. One-Click Check: Click "Check Market Status" to get real-time information
4. Detailed Information: Shows current status, trading hours, next trading day, and time until open/close

Example Output:

🟢 US Stock Market Status: OPEN

Current Status: US Stock Market is currently open

Market Details:
- Type: Stocks
- Symbol: ^GSPC
- Current Time: 14:30:00 EDT
- Last Updated: 2024-01-15 14:30:00 EDT

Trading Information:
- Next Trading Day: 2024-01-16
- Time Until Open: N/A (Market is open)
- Time Until Close: 1h 30m

Market Description: NYSE, NASDAQ, AMEX

Advanced Settings

• Ensemble Methods: Enable/disable multi-algorithm ensemble
• Regime Detection: Enable/disable market regime detection
• Stress Testing: Enable/disable scenario analysis
• Enhanced Covariate Data: Include market indices, sectors, commodities
• Sentiment Analysis: Include news sentiment analysis
• Smoothing: Choose from multiple smoothing algorithms

Ensemble Weights

Configure the weights for different prediction methods:

• Chronos Weight: Weight for Amazon Chronos predictions
• Technical Weight: Weight for technical analysis
• Statistical Weight: Weight for statistical models

📈 Prediction Features

Enhanced Uncertainty Quantification

The system provides multiple uncertainty calculation methods:

1. Basic Uncertainty: Standard quantile-based uncertainty
2. Skewness-Adjusted: Accounts for asymmetric return distributions
3. Volatility-Scaled: Scales uncertainty based on historical volatility
4. Market-Adjusted: Adjusts uncertainty based on VIX and market conditions
5. Time-Decay: Uncertainty increases with prediction horizon
6. Ensemble Uncertainty: Combines all methods for robust estimates

Volume Prediction Improvements

• Price-Volume Relationship: Models the relationship between price movements and volume
• Momentum Effects: Incorporates volume momentum and trends
• Market Condition Adjustments: Adjusts predictions based on market volatility
• Uncertainty Quantification: Provides confidence intervals for volume predictions

Covariate Integration

The system automatically collects and integrates:

• Market Indices: S&P 500, Dow Jones, NASDAQ, VIX
• Sector Performance: Financial, Technology, Energy, Healthcare ETFs
• Economic Indicators: Treasury yields, dollar index, commodity prices
• Global Markets: International indices and currencies

🔬 Advanced Features

Regime Detection

Uses Hidden Markov Models to detect market regimes:

• Bull Market: High returns, low volatility
• Bear Market: Low returns, high volatility
• Sideways Market: Low returns, low volatility

Stress Testing

Performs scenario analysis under various market conditions:

• Market Crash: -20% market decline
• Volatility Spike: 50% increase in VIX
• Interest Rate Shock: 100 basis point rate increase
• Sector Rotation: Major sector performance shifts

Sentiment Analysis

• News Sentiment: Analyzes recent news articles for sentiment
• Confidence Scoring: Provides confidence levels for sentiment analysis
• Integration: Incorporates sentiment into prediction models

📊 Output Metrics

Trading Signals

• RSI Signals: Oversold/Overbought with confidence levels
• MACD Signals: Buy/Sell with strength indicators
• Bollinger Bands: Position within bands with breakout signals
• SMA Signals: Trend following with crossover analysis

Risk Metrics

• Sharpe Ratio: Risk-adjusted return measure
• VaR: Value at Risk at 95% confidence
• Maximum Drawdown: Largest historical decline
• Beta: Market correlation coefficient
• Volatility: Historical and implied volatility

Enhanced Features

• Covariate Data Usage: Indicates which external data was used
• Sentiment Analysis: News sentiment scores and confidence
• Advanced Uncertainty Methods: List of uncertainty calculation methods used
• Regime-Aware Uncertainty: Whether regime detection was applied
• Enhanced Volume Prediction: Whether advanced volume modeling was used

🎯 Use Cases

Long-Term Investment (Daily Analysis)

• Portfolio management and asset allocation
• Strategic investment decisions
• Risk management and hedging
• Sector rotation strategies

Medium-Term Trading (Hourly Analysis)

• Swing trading strategies
• Position sizing and timing
• Intraday volatility analysis
• Momentum-based trading

Short-Term Trading (15-Minute Analysis)

• Scalping strategies
• High-frequency trading
• Micro-pattern recognition
• Ultra-short-term momentum

🔧 Configuration

Model Parameters

• Chronos Model: amazon/chronos-t5-large (default)
• Context Window: 64 time steps
• Prediction Length: Configurable up to model limits
• Quantile Levels: [0.1, 0.5, 0.9] for uncertainty estimation

Data Sources

• Primary: Yahoo Finance (yfinance)
• Covariates: Market indices, ETFs, commodities, currencies
• Sentiment: News articles via yfinance
• Economic Data: Treasury yields, VIX, dollar index

📝 Notes

• Market Hours: Hourly and 15-minute data only available during market hours
• Data Limitations: Yahoo Finance has specific limits for intraday data
• Model Performance: Chronos performs best with sufficient historical data
• Uncertainty: All predictions include comprehensive uncertainty estimates
• Ensemble Weights: Should sum to 1.0 for optimal performance

🤝 Contributing

This system is designed to be extensible. Key areas for enhancement:

• Additional covariate data sources
• New uncertainty calculation methods
• Advanced sentiment analysis techniques
• Custom technical indicators
• Alternative ensemble methods

📄 License

This project is licensed under the Apache-2.0 License.

🙏 Acknowledgments

• Amazon Chronos: Foundation model for time series forecasting
• Yahoo Finance: Market data provider
• Gradio: Web interface framework
• Plotly: Interactive visualizations
• Scikit-learn: Machine learning algorithms