Project Overview
This project aims to predict the price of the S&P 500 stock market index using machine learning techniques.
Project Steps
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Data Acquisition
- Utilize the
yfinance
package to download historical data of the S&P 500 stock market index.
- Utilize the
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Initial Model Creation and Evaluation
- Build an initial machine-learning model using the acquired data.
- Estimate the model's accuracy and performance metrics.
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Backtesting Engine Development
- Develop a robust backtesting engine to more accurately evaluate the model's performance.
- Employ the engine to measure accuracy, considering various periods and potential market conditions.
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Model Enhancement for Improved Accuracy
- Refine and enhance the machine learning model based on insights from the backtesting results.
- Implement feature engineering, parameter tuning, or model selection techniques to improve predictive accuracy.