TITLE: STOCKPULSE: UNSUPERVISED ANOMALY FLAGS FOR DAILY STOCKS INTRODUCTION: This is me writing down exactly what me and my built, how it works, and how you can repeat it with zero drama. It looks at daily stock data and points at days that feel off. I tried to keep everything small and clean so it’s easy to maintain. Training is fully unsupervised. Labels come in later only to pick a cutoff on validation and to grade results on test. we used AAPL daily bars so it’s concrete. WHAT THIS PROJECT DOES: - Load one ticker’s daily bars over multiple years. - Build a tiny feature set from Close and returns. - Train Isolation Forest as the main detector and compute a single score i call wierdness. - Remove trend and seasonality with STL, then run a spike test using generalized ESD. - Detect change points with PELT so we catch larger regime shifts. - Fuse the signals with a tiny rule so alerts are ranked into tiers. - Export a simple CSV with six columns for Tableau so you can see everythi...
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Showing posts from September, 2025