Hello, about 3 months ago, my business associate and I started reviewing machine learning papers about Municipal Bonds (price prediction).
After one month, I implemented a classifier (web application) that is able to predict if a Municipal Bond (Investor Grade, Tax Exempt) is going to gain or lose value in a 30 day period with a about 70% accuracy and 80% ROC AUC (Trained Jan to Jul 2017 and tested Aug 2017, transactions don't overlap).Metrics: https://i.imgur.com/krotxNM.png
It needs data from 2 major financial information companies and the subscription for it isn't cheap (I think is around 12k/monthly), but the potential earnings are mucho more than that.
Right now there is a hedge found interested in the technology, but I'm looking for more offers. Any idea of where to start?
Thanks!