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FinanceAI is an open source project under the Ms-RL license with the goal of providing advanced Artificial Intelligence, Statistical and Mathematical tools for amateur and sophisticated investors. Once complete FinanceAI will be a complete algorithmic trading
platform with comprehensive AI and Quantitative Finance libraries. The platform will also deliver high performance. Take a look at the
Goals page for a detailed explanation. FinanceAI was started by
Javier Tordable in early 2008. Please check the
Introduction for an overview.
The first application that we are working on is called Predictor. Predictor is a tool that uses financial statements, income statements, balance sheets and cashflow statements and creates powerful
pattern classifiers based on that data. Then it uses the classifiers to predict financial performance.
The first version uses quarterly or yearly financial statements of big cap companies to predict the performance of its stock, one quarter or one year ahead. And in order to do that it uses
a two layer perceptron.
A porfolio composed only of the three stocks identified as Overweight by Predictor in March, 31st would have a performance considerably better than the SP500. The following chart shows the relative gains. Predictor beats the SP500 by more than 5 points.
In order to run Predictor follow this steps:
- Download the zip file with Predictor
- Unzip, run Setup.exe and follow the instructions
- If Predictor doesn't start, go to Start menu and run FinanceAI / Predictor
- When prompted select the mdf database included in the zip file
You can also download the
source code here. In case the installer finds any error make sure that you have installed the .NET Framework 3.5 and SQL 2005 Express Edition