Stock price prediction
Can you predict the stock market from the price time series alone? What is easier short-term or long-term predictions? In this study, short-term prediction appears to be much harder than long-term predictions. It may be possible to predict future predictions of GLD stock with a simple OLS model motivated by physical spring (harmonic oscillator) dynamics. Further study needs to be done to see if these predictions can be used for a profitable trading strategy relative to a baseline strategy such as a buy-and-hold strategy of the S&P 500.
presentation.pdf for more details!
Methods used in this study:
- Zero-mean model
- Spring model
Make sure to have the following python library modules:
Clone this repository with
git clone https://github.com/cjm715/stock-prediction.git. Launch the
jupyter notebook by running
jupyter notebook, then open