https://github.com/guslovesmath/top_tech_sp_500_forecasting
Forecasting the stock market is difficult. I sought to observe the relationship between Apple's stock price and others in the S&P500. In doing this, I was able to conclude that stocks in the tech industry can help predict a trend in Apple's Percent change.
https://github.com/guslovesmath/top_tech_sp_500_forecasting
arima-forecasting arima-model data data-science forecasting vector-autoregression
Last synced: about 1 year ago
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Forecasting the stock market is difficult. I sought to observe the relationship between Apple's stock price and others in the S&P500. In doing this, I was able to conclude that stocks in the tech industry can help predict a trend in Apple's Percent change.
- Host: GitHub
- URL: https://github.com/guslovesmath/top_tech_sp_500_forecasting
- Owner: GusLovesMath
- Created: 2022-12-05T19:11:30.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2022-12-14T01:40:25.000Z (over 3 years ago)
- Last Synced: 2025-01-21T15:15:46.511Z (over 1 year ago)
- Topics: arima-forecasting, arima-model, data, data-science, forecasting, vector-autoregression
- Language: Jupyter Notebook
- Homepage:
- Size: 24.4 MB
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Top_Tech_S-P_500_Forecasting
Forecasting the stock market is difficult. I sought to observe
the relationship between Apple's stock price and others in the
S&P500. In doing this, I was able to conclude that stocks in the
tech industry can help predict a trend in Apple's
Percent change. Using this, I went on to use a VAR model to
help accommodate this relationship and actually forecast
the next quarter. From this, I tested the VAR model versus the
Arima model to ensure that using stocks in the related field
is significant or not.
Also note that the dataset uploaded is not the same one used.
The version shared here is a cleaned version consisting of only
the top ten tech stocks in the S&P500 based on average volume.
A link to the orignal data set is below.
https://www.kaggle.com/datasets/andrewmvd/sp-500-stocks?select=sp500_stocks.csv
A teanty five page paper was written that goes in-depth on the anaylsis portion
of the data analysis and modeling. If you would like to read it please contact me.
Math & Physics Fun with Gus!