There are 1 repository under sp500 topic.
An S&P500 Stock Index Movement Predictor built with Machine Learning models
Distributed stock price forecasting system to predict S&P 500 stock prices.
S&P500 Stock Index Movement Forecastor with various Statistical and Machine Learning Models
Predict stock trends using visual time windows
Abstract: The S&P500 is difficult to predict. Multi-factor models provide a useful framework for making returns predictions and for controlling portfolio risk. This paper explores a three-step process in predicting PCA and Autoencoders factors to generate multi-factor models from the S&P500 component securities.
This repo is about Economy & Financial Markets. Here you can see data about Argentinian Stocks Market, S&P 500, Dow Jones, Brazilian Stocks Market and other economic metrics such as GDP, Gold value, etc.
Constituent history of the S&P 500 from various data sources
The purpose of this repository is to test the hypothesis that the S&P 500 index has an exogenous relationship to the price of Gold; specifically that as the S&P index falls, the value of Gold will increase.
Vix index is implemented in S&P500 historical data.
Collection of 3 quantitative finance projects in Python that uses algorithmic trading.
Applied Basic Machine Learning on List of S&P 500 Companies using Yahoo Finance
The app to know next day's yield prediction
Data analysis that aims to evaluate Bitcoin as a diversification instrument to a US equity portfolio.
A backtesting environment and trading bots implemented in Python.
Various Crypto/US Stock Alerts
Python Repository to ingest, feature engineer, train, backtest, and run a random forest model to predict the direction of the S&P500 at the start of the next day's trading session.
Quant machine for S&P 500 (Annualized return: 20.60%; Sharpe ratio: 1.06; Sortino ratio: 2.05; Calmar ratio: 1.05)
SP500 stock screener correlating to percent change during time periods.
📈 Previsão do Índice S&P 500 Utilizando LSTM e Mecanismos de Atenção
Smart Dollar Cost Averaging backtest
Golden Cross strategy implementation in S&P500 and NIFTY50 historical data.
S&P500 And VIX index bot for Telegram
This project focuses on the design and implementation of a trading bot using OpenAI's GPT for sentiment analysis of financial news. The bot integrates sentiment analysis in trading strategies for S&P 500 stocks.
Visualization of fundamentals from S&P 500 companies and prediction of their stock prices.
Simulation of S&P 500 by fitting a normal distribution to the daily price changes and then sampling to create possible pathway.
Found optimal portfolio of S&P500 stocks using Python (NumPy, Pandas, SciPy, and Matplotlib libraries)
List of SP500 and Russell 2000 tickers importable into TradingView
Apply GARCH (1,1) model into forecasting S&P500. The topic is harder than though so it's still under construction but I'm working on it.
This repo contains the most important snippets of my masters thesis on the predictive power of Twitter emotions in the early months of the Covid-19 global health emergency
This project showcases a web application that is designed to perform CAPM calculations for different stocks. The application uses Python programming language and its libraries such as Pandas, NumPy, Streamlit and Plotly, to gather stock data from Yahoo Finance and perform calculations to determine expected returns.
This project consists of web scraping features of S&P 500 companies like ticker, company name, sector, headquarter, date first added and foundation year from Wikipedia with Python using BeatifulSoup and Requests libraries. Then, the web scraped data is cleaned to perform data visualization in order to deliver insights about S&P 500 companies.
This repo contains the R code for the results behind the honours thesis paper of Yaseed Amod and Luke Barnes, who were studying at the University of Cape Town when this was released. This includes excel files, data cleaning and data processing.