Data Scientist turning Quant (II) — Let’s Predict Stock Move Directions
Short background about me. I am a data scientist by trade and my investment portfolio turned from great (thanks to the 10-year bull market rally) to not-so-great. For the purpose of this blog series, I am naive and assume that using the tools I use every day in my job could help me to be a better investor in the future.
My goal is to experiment and to learn, and I would like to take you, the reader, on a ride with me in this exploratory multi-part series on predicting the stock market. You can find out more about my motivation and approach in Part I of this series.
This is Part II, and its about my experiments with predicting directional stock moves for almost all of the S&P 500 companies from 2014 to today (fall 2022). Thus, it’s going to be a bit more technical than Part I but certainly no research paper level. It should be easy to follow along even with limited Machine Learning knowledge.
I hope you have fun reading this series and learn something on the way, too. I surely learned a lot.
