htq310542/stockml

Research using machine learning to pick stocks

StockML

Research using machine learning to pick stocks

Initial Research

• VIX - Fear Index
• IBM
• BAC - Bank of America
• AGNC - REIT
• GSPC - S&P 500
• VTI - Vanguard Total Stock Market Index

Instructions

1. Download quote files from yahoo (1/2/1990 - Present) Note that training set will begin on 1/2/1992 with a 20 yr window
2. Rename file to ticker.csv
3. python parse.py ticker.csv

Notes

• TradeCost = 6.95 / trade (+ $0.75/option contract in the case of options) Per ShareBuilder
• Profit = Range * NumShares - 2 * TradeCost
• Minimum Number of Shares to Break Event: NumShares = (2 * TradeCost)/Range
• Minimum investment to realize gain: MinInvestment = (2 * TradeCost)/Range * BuyPrice