Daily Stock Forecasts optimizes and ranks machine learning models to predict the intraday movement of the stock market for the top 5 US Equities by Market Cap and 5 popular indicies.
Every trading day, DSF builds a number of classification models using historical candle+volume data. Each model's hyperparameters are optimized as well as the length of the lookback period per sample. Classification reprots are generated using test data. The f1 score is used to rank models.
Daily Stock Forecast is open source
The forecast generation script and this website are all availible on github