Quantitative Analysis

Excercise to start Learning Quantitative Analysis.

The Jupyter Notebook is showing me trying to predict the VIX value. I frame the problem as a Time Series Forecasting exercise.

Here are some Evaluation results in the predictions of the rest of the variables. You can simple see this by changing the ´value_predict´ variable for another one in the data frame :

1. SP500
   Mean Absolute Error: 0.023264765522703266
   Mean Squared Error: 0.0011688834374884748
   R^2: 0.9848747533680077

2. NASDAQ
   Mean Absolute Error: 0.022164755626559778
   Mean Squared Error: 0.001116675833418839
   R^2: 0.9828684087534209

3. LIBOR3M
   Mean Absolute Error: 0.04938681678779103
   Mean Squared Error: 0.019192037363448045
   R^2: 0.7429373036351564

Feel free to correct or point out any error