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Analyze historical S&P 500 data, fit ARIMA model and forecast, produce trading signals with SVM classifier

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stock_modeling

Analyze historical S&P 500 data, fit ARIMA model and forecast, produce trading signals with SVM classifier

Data

Uses historical stock data pulled from Yahoo! Finance and stored in a csv file "sp500_alltime.csv"

Requirements

Python version 2.4.14 Pandas version 0.23.1 Sklearn version 0.19.1

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Analyze historical S&P 500 data, fit ARIMA model and forecast, produce trading signals with SVM classifier

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