https://github.com/carvetighter/sp500
Uses simple moving averages to predict when to enter and leave the market using the SP500.
https://github.com/carvetighter/sp500
finance financial-analysis financial-markets python python-3 python3
Last synced: 3 months ago
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Uses simple moving averages to predict when to enter and leave the market using the SP500.
- Host: GitHub
- URL: https://github.com/carvetighter/sp500
- Owner: carvetighter
- Created: 2017-07-14T01:50:37.000Z (almost 9 years ago)
- Default Branch: master
- Last Pushed: 2025-03-13T04:30:18.000Z (about 1 year ago)
- Last Synced: 2025-04-23T20:31:38.871Z (about 1 year ago)
- Topics: finance, financial-analysis, financial-markets, python, python-3, python3
- Language: Python
- Homepage:
- Size: 4.89 MB
- Stars: 3
- Watchers: 0
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# SP500 Moving Average (SMA) Analysis
This analysis pulls data for the SP500 (since inception) and conducts a moving average analysis to indicate when to get in and out of the market. The goal of this analysis is to "get out of the way" of the long downward trends and stay in as long as the market is going up.
# Requirements
- SQL Server Database locally (install prior to running script)
- internet connection (to get the SP500)
- Anaconda Python distribuiton
- you will have to modify the code access the SQL Server database and tables; this can be done in the base class
# Running the python script
1. download / pull the repo
2. create sp_500_init.py file
3. create the environment from the environment file
4. activate the environment
5. run the script
## Create the Environment
```conda env create -f env_sp500.yml```
## Activate Environment
Windows -> ```activate sp_500```\
Linux -> ```conda activate sP_500```
## Run Script
```python sp_500_init.py```
## Example sp_500_init.py file
Below is an example of the init file you will need to create. This file will define the user name and password for the SQL Server locally. Replace `````` and `````` with the user name and password for the SQL Server.
```
'''
This is the initial file which is not tracked in git.
Calls the main method in sp_500_main.py
'''
from sp_500_class import main_class
if __name__ == '__main__':
list_sql_up = [r'', r'']
main_class(list_sql_up)
```
## Example Image
## Performance
start date -> 01 January 1995\
end date -> 26 July 2019\
start amount -> $3,000\
end date status -> In the Market\
buy and hold result -> $19,772\
this method results -> $24,028