Natural Language Processing on Stocks' Earnings Call Transcripts: An Investment Strategy Backtest Based on S&P Global Papers.
Constituent history of the S&P 500 from various data sources
Applied Basic Machine Learning on List of S&P 500 Companies using Yahoo Finance
The app to know next day's yield prediction
Python Repository to ingest, feature engineer, train, backtest, and run a random forest model to predict the direction of the S&P500 at the start of the next day's trading session.
SP500 stock screener correlating to percent change during time periods.
Determine the preferred portfolio composition from constituents within the S&P 500 index.
IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
This application compares the performance of Unsupervised machine learning models and Supervised models. It downloads 3 yrs of market daily close data from all SP500 companies and divides them into Sectors to be used as features for learning and training the data, in order to predict wether the index will be a Buy or Sell the next day. The resul…
Using LSTM to predict stock price movement for S&P500
This project showcases a web application that is designed to perform CAPM calculations for different stocks. The application uses Python programming language and its libraries such as Pandas, NumPy, Streamlit and Plotly, to gather stock data from Yahoo Finance and perform calculations to determine expected returns.
This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page
Simple script to compare the correlation on assets beetween S&P500 and FED Asset Balance.
Web Application to sort, analyze, & render data for all SP500 companies.
Algorithmic Trading means using computers to make investment decisions. We will be using World's most popular S&P 500 Stock market index in order to do Data Analysis and generate predictions. Let us make investments on Stocks, easy for everyone!
My version of SP 500 data analyzer
Fama French models on S&P 500 dataset
Add a description, image, and links to the sp500-data-analysis topic page so that developers can more easily learn about it.
To associate your repository with the sp500-data-analysis topic, visit your repo's landing page and select "manage topics."