https://github.com/aahouzi/stock-price-forecasting

An overview of various quantitative techniques and trading strategies for predicting stock prices, based on historical data from YahooFinance.
https://github.com/aahouzi/stock-price-forecasting

arima-model bollinger-bands data-analytics finance financial-analysis fintech kdj macd-divegence-strategy macd-indicator momentum-trading-strategy moving-average nlp quantitative-finance stochastic-oscillator stock stock-market time-series trading vader-sentiment-analysis

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An overview of various quantitative techniques and trading strategies for predicting stock prices, based on historical data from YahooFinance.

• Host: GitHub
• URL: https://github.com/aahouzi/stock-price-forecasting
• Owner: aahouzi
• License: mit
• Created: 2021-12-12T21:19:57.000Z (about 3 years ago)
• Default Branch: master
• Last Pushed: 2022-07-30T12:35:12.000Z (over 2 years ago)
• Last Synced: 2023-05-30T08:31:45.790Z (over 1 year ago)
• Topics: arima-model, bollinger-bands, data-analytics, finance, financial-analysis, fintech, kdj, macd-divegence-strategy, macd-indicator, momentum-trading-strategy, moving-average, nlp, quantitative-finance, stochastic-oscillator, stock, stock-market, time-series, trading, vader-sentiment-analysis
• Language: Jupyter Notebook
• Homepage:
• Size: 5.86 MB
• Stars: 13
• Watchers: 0
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Stock price forecasting.

## :monocle_face: Description

- This project contains the following:

**1.** An overview of some fundamentals about time series (stationarity, seasonality, trends, etc..) alongside some simple models widely used in signal processing like AR, MA or ARIMA models,

and their applications for stock price forecasting.

**2.** A Python implementation of all the steps involved in developing various algorithmic trading strategies and technical indicators widely used in financial markets:

- **SMA with trading volume.**

- **Short/long term SMA.**

- **Moving Average Convergence Divergence (MACD).**

- **Bollinger Bands (BB).**

- **Stochastic Oscillator.**

- **KDJ indicator.**

- **Relative Strength Index (RSI).**

**3.** Adding market sentiment analysis of financial news for a stock with **VADER**, and analyze its performance.

**PS:** The financial data chosen for this project is Apple stock close prices over various time periods. It's from [YahooFinance](https://pypi.org/project/yfinance/) data source, and contains different price parameters for various S&P500 companies.

## :mailbox_closed: Contact

For any information, feedback or questions, please [contact me][anas-email]

[anas-email]: mailto:[email protected]