Current and Historical Lists of S&P 500 components since 1996
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Updated
Dec 10, 2024 - Jupyter Notebook
Current and Historical Lists of S&P 500 components since 1996
Command line utility to display stock quotes and index data
Any data but iris 👁
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
Collection of 3 quantitative finance projects in Python that uses algorithmic trading.
Constituent history of the S&P 500 from various data sources
Predict stock trends using visual time windows
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.
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.
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.
Developed a predictive model using LSTM networks to forecast strong daily uptrends in the SPY ETF. This project includes feature engineering, model building and hyper parameter tuning and a backtested trading strategy that outperforms the market.
Applied Basic Machine Learning on List of S&P 500 Companies using Yahoo Finance
Vix index is implemented in S&P500 historical data.
Various Crypto/US Stock Alerts
Quant machine for S&P 500 (Annualized return: 20.60%; Sharpe ratio: 1.06; Sortino ratio: 2.05; Calmar ratio: 1.05)
Map showing the location of the headquarters of the top US companies over many years. (visualization part)
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.
The app to know next day's yield prediction
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