Tag: stock price prediction
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Real-Time Stock Sentiment Analysis w/ NLP Web Scraping
Stock sentiment analysis is gaining popularity as a technique to understand public opinions on specific assets. This study uses NLP web scraping in Python to extract stock sentiments from financial news headlines on FinViz. The sentiment analysis can help determine investor opinions and potential impacts on stock prices, though it is not a standalone predictor.
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A Balanced Mix-and-Match Time Series Forecasting: ThymeBoost, Prophet, and AutoARIMA
The post evaluates the performance of popular Time Series Forecasting (TSF) methods, namely AutoARIMA, Facebook Prophet, and ThymeBoost on four real-world time series datasets: Air Passengers, U.S. Wholesale Price Index (WPI), BTC-USD price, and Peyton Manning. Each TSF model uses historical data to identify trends and make future predictions. Studies indicate that ThymeBoost, which combines…
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Dividend-NG-BTC Diversify Big Tech
SEO Title: Can Dividends, Natural Gas and Crypto Diversify Big Techs? Ultimately, we need to answer the following fundamental question: Can Dividend Kings, NGUSD and BTC-USD Diversify Growth Tech assets? Dividends are very popular among investors, especially those who want a steady stream of income from their investments. Some companies choose to share their profits…
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Returns-Volatility Domain K-Means Clustering and LSTM Anomaly Detection of S&P 500 Stocks
This study aims to implement and evaluate the K-means algorithm for ranking/clustering S&P 500 stocks based on average annualized return and volatility. The second goal is to detect anomalies in the best performing S&P 500 stocks using the Isolation Forest algorithm. Additionally, anomalies in the S&P 500 historical stock price time series data will be…
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Risk-Aware Strategies for DCA Investors
Dollar-Cost Averaging (DCA) is an investment approach that involves investing a fixed amount regularly, regardless of market price. It offers benefits such as risk reduction and market downturn resilience. It’s useful for beginners and can be combined with other strategies for a disciplined investment approach. References include Investopedia and Yahoo Finance.
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Data Visualization in Python – 1. Stock Technical Indicators
Featured Photo by Monstera on Pexels. In this project, we will implement the following Technical Indicators in Python: Conventionally, we will look at the following three main groups of technical indicators: Input Stock Data Let’s set the working directory VIZ import osos.chdir(‘VIZ’)os. getcwd() and import the key libraries import datetime as dtimport pandas as pdimport…
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Top 6 Reliability/Risk Engineering Learnings
The content provides a review of Eric Marsden’s e-learning Python courseware on risk engineering, loss prevention and safety management. It includes discussions of various topics such as the failure of light bulbs, electronic components, large computing facility maintenance, and oil field pumps. The content also delves into stock market risk analysis like Value at Risk…
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Gold Price Linear Regression
This content focuses on predicting gold prices using machine learning algorithms in Python. With an 80% R2-score and a Sharpe ratio of 2.33, it suggests a potential 8% revenue from an investment starting in December 2022. The forecasted next-day price for SPDR Gold Trust Shares is $185.136, aligning with Barchart’s “100% BUY” signal.
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Deep Reinforcement Learning (DRL) on $MO 8.07% DIV USA Stock Data 2022-23
This study applies the Deep Reinforcement Learning (DRL) algorithm to USA stocks with +4% DIV in 2022-23, focusing on Altria Group, Inc. The study addresses accurate stock price predictions and the challenges in traditional methods. Recent advances in DRL have shown improved accuracy in stock forecasting, making it suitable for turbulent markets and investment decision-making.
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JPM Breakouts: Auto ARIMA, FFT, LSTM & Stock Indicators
The post discusses predicting JPM stock prices for 2022-2023 using several predictive models like ARIMA, FFT, LSTM, and Technical Trading Indicators (TTIs) such as EMA, RSI, OBV, and MCAD. The ARIMA model used historical data, while the partial spectral decompositions of stock prices served as features for the FFT model. TTIs were calculated to validate…
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Applying a Risk-Aware Portfolio Rebalancing Strategy to ETF, Energy, Pharma, and Aerospace/Defense Stocks in 2023
The post discusses applying Guillen’s algorithm for risk-aware portfolio rebalancing, using Python. It incorporates five different stocks with specific weight allocations within an initial portfolio of $1,000,000. The post demonstrates setting the parameters for portfolio, importing required libraries, downloading input data, setting algorithmic rules for rebalancing, calculation of shares and portfolio values, and plotting visualizations.…
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LSTM Price Predictions of 4 Tech Stocks
The given content explains the process of using Exploratory Data Analysis (EDA) and Long Short-Term Memory (LSTM) Sequential model for comparing the risk/return of four major tech stocks: Apple, Google, Microsoft, and Amazon, considering the tech scenario in 2023. The analysis involves examining stock price patterns, their correlations, risk-return assessment, and predicting stock prices using…
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SARIMAX Crude Oil Prices Forecast – 2. Brent
This study focuses on validating the EIA energy forecast for the 2023 Brent crude oil spot price using SARIMAX time-series cross-validation. It includes prerequisites, data loading, ETS decomposition, ADF test, SARIMAX modeling, predictions, model evaluation, and summary. The predictions align with the EIA forecast, with discrepancies within predicted confidence intervals.
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Comparison of Global Growth Stocks – 2. AZN
Summary: A comprehensive QC assessment of top growth stocks in Q1’23 was conducted, focusing on A-rated AstraZeneca PLC (AZN) in the biopharmaceutical industry. The company’s financial indicators, technical analysis, and algorithmic trading signals were analyzed. Backtesting showed a 34% profit from investing in AZN, outperforming the benchmark by 50%.
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Comparison of U.S. Growth Stocks – 1. WMT
The U.S. labor market and consumer spending are robust despite economic challenges. Bank of America reports a 5.1% rise in credit and debit card spending in January. The focus is on A-rated growth stocks like Walmart Inc. (WMT), with promising metrics and technical indicators supporting a Strong Buy sentiment. Algo trading with DI shows successful…
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SARIMAX Crude Oil Prices Forecast – 1. WTI
The content discusses a detailed forecast of Brent and WTI oil prices for 2023, using Python, SARIMAX and Time Series Analysis. The data indicates volatility in the oil market starting 2023, with prices set to decrease from 2022 levels. Experts also warn of a potential US recession in 2023, which could further impact the oil…
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