Predicting Stock Market Returns

This repository contains the code for the portfolio project I've worked on at Data Science Retreat (Berlin).

The project aim is to build a model to predict Stock Market Prices, using a combination of Machine Learning Algorithms.

The output of the prediction are the daily returns of S&P-500 index.

• Binary Classification Problem: predict positive (Up) or negative (Down) return respect to the previous day.

The language I picked to implement the analysis is Python (numpy, scipy, pandas, matplotlib, scikit).

The main file is markets.py. The script calls several functions contained in the pystocks.py.