Prediction based strategy

[fredmontet]

One simple strategy to implement would be to take a trading decision based on a prediction model output. This issue's goal is to implement such a thing with the possibility to import more than one model in the strategy.

For instance, let's define a set of models:

• LSTM
• Facebook Prophet
• Linear Regression

It should be possible to load one, or many of them, in the prediction based strategy so that the trading decision is made given the weighted sum of the prediction of all models.