Scripts for collecting & processing intraday S&P 500 index data from Alpha Vantage. Exports to pandas MultiIndex CSV file and numpy array appropriate for truncated backpropagation.
Intraday S&P 500 index dataset creation
Scripts for collecting & processing intraday S&P 500 index data from Alpha Vantage. Exports to pandas MultiIndex CSV file and numpy array appropriate for truncated backpropagation.
Intraday S&P 500 index dataset creation
MIT License