sp500-data-analysis

There are 3 repositories under sp500-data-analysis topic.

• personal-coding / Stock-Earnings-Call-Transcript-Natural-Language-Processing

  Natural Language Processing on Stocks' Earnings Call Transcripts: An Investment Strategy Backtest Based on S&P Global Papers.

  earnings-calls-transcriptsinvestment-strategynatural-language-processingsp500-data-analysisnlpsentiment-analysis
  Language:Python 11

• riazarbi / sp500-scraper

  Constituent history of the S&P 500 from various data sources

  backtestingequity-dataequity-researchsp500sp500-data-analysis
  Language:R 7

• warlockJay / Machine-Learning-on-S-P-500-Companies

  Applied Basic Machine Learning on List of S&P 500 Companies using Yahoo Finance

  machine-learningmachine-learning-algorithmssp500-data-analysissp500-real-time-datasp500python
  Language:Python 6

• TheSnowGuru / Nostradamus-App

  The app to know next day's yield prediction

  machine-learningmlnasdaqsp500sp500-data-analysisstockstime-series
  Language:Python 4

• sidmohan0 / quant-train

  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.

  black-scholesmloptions-pricingoptions-tradingpolygonquantquantitative-financesp500sp500-data-analysis
  Language:Python 3

• Analitico-771 / machine_learning_index_prediction

  This application compares the performance of Unsupervised machine learning models and Supervised models. It downloads 3 yrs of market daily close data from all SP500 companies and divides them into Sectors to be used as features for learning and training the data, in order to predict wether the index will be a Buy or Sell the next day. The results are evaluated to determine each model's performance and the metrics are presented along with the analysis.

  data-sciencedeep-learningmachine-learningpythonscikit-learnalpaca-trading-apifintechneural-networkpandas-dataframerandom-forest-classifiersp500-data-analysisquantitative-finance
  Language:Jupyter Notebook 2

• arogan178 / lstm-stock-prediction-sp500

  Using LSTM to predict stock price movement for S&P500

  lstm-neural-networkssp500-data-analysisstock-price-prediction
  Language:Jupyter Notebook 2
• financial-modelling

  calvindotsg / financial-modelling

  Determine the preferred portfolio composition from constituents within the S&P 500 index.

  data-modelingsp500-data-analysistechnical-analysisyfinance-libraryopenbb-platform
  Language:Jupyter Notebook 2

• ericanderson333 / SP500_Calendar

  SP500 stock screener correlating to percent change during time periods.

  price-changestockoutlier-yearmatplotlibpandaspandas-pythonsp500sp500-data-analysis
  Language:Python 2

• VodickaPeter / Long-term-Real-Dynamic-Investment-Planning-IME

  IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.

  dynamic-mertoneconometricsinvestment-strategiesnonmyopic-investment-strategiesornstein-uhlenbeck-processparameter-estimationquantitative-financereal-returns-predictionsensitivity-analysissp500-data-analysis
  Language:R 2

• hkalager / knockoff_index

  This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page

  econometricsequity-researchfalse-discovery-ratefinanceknockoffportfolio-optimizationsp500-data-analysisstock-indexes
  Language:Python 1

• nisa-g / CAPM-Web-Application-Financial-Analysis

  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.

  capmfinancial-analysisfinancial-dataproject-datasp500sp500-data-analysisstock-marketstreamlitstreamlit-webapp
  Language:Python 1

• JavierCastilloGuillen / FED-SP500

  Simple script to compare the correlation on assets beetween S&P500 and FED Asset Balance.

  fred-apimatplotlibpandassp500-data-analysisyfinance
  Language:Python 0

• andrewkatsumisloan / securities-data

  Web Application to sort, analyze, & render data for all SP500 companies.

  sp500-data-analysiswebapptime-seriesflask-applicationreactjspostgresql-databaseamazon-web-servicesvisx
  Language:Python

• Divyanshu-Sri316 / Algorithmic-Trading_Equal-Weight_S-P_500_Screener

  Algorithmic Trading means using computers to make investment decisions. We will be using World's most popular S&P 500 Stock market index in order to do Data Analysis and generate predictions. Let us make investments on Stocks, easy for everyone!

  algorithmic-tradingapirequestsp500-data-analysis
  Language:Jupyter Notebook

• NikolaySimakov / Fama-French-models

  Fama French models on S&P 500 dataset

  capmfama-frenchfama-french-3-factorfama-french-5-factorsp500sp500-data-analysis
  Language:Jupyter Notebook

• ptashkina / SP_500_analyzer

  My version of SP 500 data analyzer

  pythonstreamlit-applicationsp500-data-analysis
  Language:Jupyter Notebook