baqwas / quants

Quantitative analyses

Quantitative analyses

Predicting Stock Prices with Python using Machine Learning - Linear Regression

⚠️ Intended to serve as a starting basis for extended tutorials on quants with Python. Please heed the warning by the author on not to use this method for real-world trades.

Logistic Regression

Logistic Regression can help to predict whether the market is going Up or Down using S&P 500 data. The notebook is implemented using statsmodels.

Trading strategy and Backtest

A basic momentum trading strategy for S&P 500 stocks taking the past twelve months and skipping the most recent month (a la Ken French).

References

Algovibes