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Gold price: A forward returns predictive model

What is it?

The notebook and code contained within this repository aims to predict the forward returns of the asset "Gold" as measured against a variety of currencies and timeframes. The user is responsible for sourcing the relevant pricing data. Details for which may be found in the accompanying notebook analysis.ipynb. Please see the disclaimer below to review the manner in which any information from this repository should be used.

Dependancies

  • conda 4.7.11
  • talib 0.4.17
  • Valid Quandl account authentication key

License

BSD 3

Disclaimer

The material is for informational purposes only, you should not construe any such information or other material as legal, tax, investment, financial, or other advice. Nothing contained in this repository constitutes a solicitation, recommendation, endorsement, or offer by the author or any third party service provider to buy or sell any securities or other financial instruments in this or in in any other jurisdiction in which such solicitation or offer would be unlawful under the securities laws of such jurisdiction.

All material within this repository is information of a general nature and does not address the circumstances of any particular individual or entity. Nothing within this repository constitutes professional and/or financial advice, nor does any information within this repository constitute a comprehensive or complete statement of the matters discussed or the law relating thereto. The author is not a fiduciary by virtue of any person’s use of or access to any part of the repository. You alone assume the sole responsibility of evaluating the merits and risks associated with the use of any information or other material on in this repository before making any decisions based on such information or other material. In exchange for using this repository, you agree not to hold the author, its affiliates or any third party service provider liable for any possible claim for damages arising from any decision you make based on information or other material made available to you through this repository.

All investments involve risk, including loss of principal. The author makes no guarantees as to the accuracy or completeness of the views expressed in this repository. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

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