kaiching0109/Stock_Prediction
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@Author: Kai Ching Suen @Data: 4/20/2019 START: # In project root $ pip freeze > requirements.txt # And to install the packages $ pip install -r requirements.txt TEAM: Kai Ching Suen Kaito Kumagia Manan Duggle Unais Ibarahim REPOSITORY: dev branch and master branch https://github.com/kaiching0109/Stock_Prediction PROJECT GOALS: this project is to test a data source (signal, second column in data.csv) \ which claims to be predictive of future returns of the SP500 index \ (spy_close_price, third column in data.csv). STEPS: 1. data cleaning (1 person need) 2. analysis (2 to perform all analysis, and compare results) 3. summary (1 person needed) INSTRUCTIONS: 1. DATA CLEANING NOTE: Assume all values in data.csv are potentially suspect. a) Please identify any errors in the data b) Flag them with a note c) And suggest a corrected value or if advisable \ (may choose to ignore them for purposes of your analysis) d) Explain what types of analysis you did to identify the errors e) Provide any assumptions/intuition/formulas/scripts you may have used \ to help you find them 2. ANALYSIS NOTE: Analysis could take qualitative, to linear regression to recurrent \ neural networks, and everything in between. a) Use the above technique(s) to perform an analysis of the predictive \ power of signal with respect to spy_close_price (third column in data.csv) \ under 3 considerations: - your general familiarity - their potential for success on this task - the time involved b) Please share all your ideas/attempts, even if they proved less than successful c) Guess(es) as to why they didn't work or how to improve them would be \ great as well 3. SUMMARY 1. Document the experiment(s) you performed (including relevant code, \ package references, etc) 2. Summarize your conclusions about the viability and shortcomings of this \ signal as a predictor of spy_close_price, including any materials you \ feel are appropriate to support your conclusions (eg, graphs, tables, etc) 3. Use jupyter notebook. If there were other experiments you didn't \ have time to perform, or future avenues of work you might like to \ pursue, please discuss those as well (we may work on these ideas \ together as a follow-up). FILES: ├── README.md <- Front page of the project. Let everyone │ know the major points. │ ├── notebooks <- Jupyter notebooks. Use set naming │ E.g. `1.2-rd-data-exploration`. │ ├── reports <- HTML, PDF, and LaTeX. │ └── figures <- Generated figures. │ └── docs │ ├── requirements.txt <- File for reproducing the environment │ `$ pip freeze > requirements.txt` ├── data │ ├── processed <- The final data sets for modelling. │ └── raw <- The original, immutable data. │ └── src <- Source code for use in this project. │ ├── utility <- General functions to import. | └── custom_func.py │ ├── features <- Scripts raw data into features for │ │ modeling. │ └── feature_builder.py │ ├── models <- Scripts to train models and then use │ │ trained models to make predictions. │ │ │ ├── prediction_controller.py │ └── train_controller.py | └── simple_regression.py | └── netural_network.py │ └── visualizations <- Scripts to create visualizations. └── vizualizer.py REFERENCE: 1. project file structures: https://medium.com/@rrfd/cookiecutter-data-science-organize-your-projects-atom-and-jupyter-2be7862f487e
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