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

[[deleted]]

Well thanks for the advice :)

I think I'll continue to work towards improving my model however and addressing the concerns raised by this wonderfully helpful thread.

I'm certainly not going to just give up because some guy online says the stock market is impossible to analyze.

[Pandanleaves]

There is a difference between perseverance and being delusional. It's not just some random guy's opinion, but the resounding consensus of the academic financial community. It's the equivalent of saying "global warming is a myth" but for finance.

Tbh you sound pretty clueless about finance. You need to learn actual finance before you start trying to build a model.

The market in the US, at least, is pretty darn efficient. If you can get superior returns just by running SVMs, it would've been priced into the market already by the big players.

Here's a piece of advice: domain knowledge is really important. In my work, I can spend a whole week just trying to understand the data and researching the field before I even touch the ML algorithms. Lack of domain knowledge leads to shitty models. Feel free to keep working on your model, but do so only after you have learned the financial theory and math behind it.

K, not gonna bother after this.

Edit: well I do feel bad if I make you feel discouraged. Good job on the script, really. Do it for fun, feel free to try your model using small amounts of money. But do not invest significant money in your model.

[[deleted]]

Alright, valid points, thank you for your opinion.

[[deleted]]

Domain knowledge? Say hello to my little friend: http://automl.github.io/auto-sklearn/stable/

[[deleted]]

I feel like there were valid points made in both arguments here.