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## Description

Prédiction de dividendes par `DecisionTreeRegressor`. Prédit le rendement des dividendes à partir de ratios fondamentaux. Achète trimestriellement les 10 actions à dividendes élevés les mieux prédites.
Prédiction de dividendes par `DecisionTreeRegressor`. Prédit le rendement des dividendes à partir de ratios fondamentaux. Univers filtré dans QQQ (ETF Nasdaq-100), rééquilibrage mensuel sur les 100 meilleures positions.

## Comment exécuter

Expand All @@ -20,7 +20,7 @@ Prédiction de dividendes par `DecisionTreeRegressor`. Prédit le rendement des
| CAGR | 12.66% |
| Max Drawdown | 30.6% |
| Modèle | DecisionTreeRegressor |
| Rebalancement | Trimestriel |
| Rebalancement | Mensuel |

## Fichiers

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# ML-FX-SVM-Wavelet (HandsOn Ex05)

**Classe d'actifs :** Forex (4 paires : EURUSD, AUDUSD, USDJPY, USDCAD)
**Classe d'actifs :** Forex (4 paires : EURJPY, GBPUSD, AUDCAD, NZDCHF)
**ID projet Cloud :** Aucun (local uniquement)

## Description
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| Métrique | Valeur |
|----------|--------|
| Sharpe Ratio | 0.375 |
| CAGR | 8.44% |
| Max Drawdown | 24.4% |
| Sharpe Ratio | 0.571 |
| CAGR | 10.51% |
| Max Drawdown | 19.6% |
| Fenêtre backtest | 2015-2024 (run frais aligné #1630, voir `docs/qc/qc-strategies-status.md` l.234/l.762) |
| Modèle | GradientBoostingClassifier |
| Rebalancement | Hebdomadaire |

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## Description

LinearRegression positive/negative split prediction. Uses earnings surprise magnitude and historical split ratios to predict post-earnings drift.
LinearRegression positive/negative split prediction. Uses the split factor (from the split event) and the technology-sector momentum (XLK ROC 22-day) to predict post-split drift.

## How to Run

Expand All @@ -16,11 +16,12 @@ LinearRegression positive/negative split prediction. Uses earnings surprise magn

| Metric | Value |
|--------|-------|
| Sharpe Ratio | 1.736 |
| CAGR | 90.83% |
| Max Drawdown | 42.4% |
| Sharpe Ratio | 1.511 |
| CAGR | 75.72% |
| Max Drawdown | 37.60% |
| Model | LinearRegression |
| Rebalance | Event-driven (earnings) |
| Rebalance | Event-driven (stock splits) |
| Backtest window | 2018-2024 (aligned #1630, see `docs/qc/qc-strategies-status.md` L460) |

## Files

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