/stonks

A highly prejudiced stock market forecasting service

Primary LanguagePython

Stonks

A bunch of scripts that process stock market data and makes forecasts using popular statistical time series forecasting methods.

Proof that I passed university-level statistics (:

Design

Every week:

  • Stock data downloaded and cleaned - 3 months
  • R calculates 1w forecast for each ticker and plots it
  • R calcs previous model and gets accuracy, given latest observations.
  • This accuracy data is then stored.
  • Historical prediction accuracy is loaded from db and plotted.
  • All graphs are published to the website.

Dependencies

  • R
    • ggplot2
    • forecast
    • fpp2
  • python3
    • mysql-connector-python

Attribution

Stock market data provided by IEX Cloud