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Project Overview

In this project, we'll predict the price of the S&P500 stock market index.

Project Steps

  • Download data using the yfinance package
  • Create an initial machine learning model and estimate accuracy
  • Build a backtesting engine to more accurately measure accuracy
  • Improve the accuracy of the model

Code

You can find the code for this project here.

File overview:

  • market_prediction.ipynb - a Jupyter notebook that contains all of the code.

Local Setup

Installation

To follow this project, please install the following locally:

  • JupyerLab
  • Python 3.8+
  • Python packages
    • pandas
    • yfinance
    • scikit-learn

Data

We'll download all of the data during the project, using the yfinance package.