Predicts trend of stock market using the S&P500 index as the indicator. Trains model using RandomForestClassifier and subsequent backtesting and prediction factor adjustments.
Project Steps
- Download data using the yfinance package
- Create an initial machine learning model and estimate accuracy
- Build a backtesting engine to more accurately measure accuracy
- Improve the accuracy of the model
The following was installed and used to complete this project:
- JupyterLab
- Python 3.8+
- Python packages
- pandas
- yfinance
- scikit-learn
All of the data used during the project was downloaded using the 'yfinance' package.