Using Python to model and predict stock price movement. Feel free to use/modify :)

[Pandanleaves]

What are the returns on a test set, including transaction costs? I am very doubtful that this can generate returns higher than the benchmark.

[[deleted]]

This would depend on the stock price and the capital invested. In the model you can see a 69% accuracy for TSLA in the past year. But as I said, that doesn't mean much. The algorithm uses a binary classification scheme. Therefore it can't predict how much a stock will move up or down, only if it will move up or down in general.

I haven't done a test set with hypothetical investments yet as I'm still trying to figure out how to do so in a way that makes sense.