jaydotkay / NIFTY_50_STOCK_PREDICTION

Predicting NIFTY_50 index price movement with LSTM Keras

Overview

Predicting NIFTY50 index movement for 7 days period. LSTM layers are used in keras to predict NIFTY50 index movement for 7 days period.

Youtube Tutorial

https://www.youtube.com/watch?v=BYd9M_ragR0

Project is divided into three parts:

• loadData.py
  Scraped Wiki's NIFTY50 page to get ticker symbols
  Used Quandl API to fetch stock data for past 5 years

• Preprocess.py
  Label training data as 0(sell) and 1(buy)
  Scale data using sklearn preprocessing libarary

• Build_model.py
  Build model in keras with LSTM layers.

Program runs at 61% Validation accuracy and 39% Validation loss

Dependencies:

• pandas
• tensorflow
• keras
• sklearn
• numpy
• beautifulsoup4
• requests

Usage:

Run Buildmodel.py script on commandline.

Acknowledgements:

• sentdex tutorial -> https://www.youtube.com/watch?time_continue=535&v=yWkpRdpOiPY
• Siraj Raval tutorial -> https://www.youtube.com/watch?v=ftMq5ps503w&vl=en