--- 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**: ```bash 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 ```bash 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