Posted by Chong Sun | Posted in Uncategorized | Posted on February 4, 2019
For the data incubator project, I have proposed to predict stock prices movement directions. I analyzed over 30 different stocks. The feature I used includes past stock prices, unemployment rate, inflation rate, level of S & P 500, level of Dow Jones Industrial Averages.
The unemployment rate data is taken from the website of Burea of Labor Statistics Data: https://data.bls.gov/timeseries/lns14000000
The inflation rate is taken from the OECD website https://data.oecd.org/price/inflation-cpi.htm
Stock prices, level of S & P 500 and level of Dow Jones Industrial Averages are scraped from Yahoo Finance with Python.
In addition, two large datasets of additional past stock prices are downloaded from Kaggle:
https://www.kaggle.com/ehallmar/daily-historical-stock-prices-1970-2018
and
https://www.kaggle.com/benjibb/all-us-stocks-since-1996.
All the data for this project are available at
https://drive.google.com/drive/u/0/folders/1aGzmcPES0SAfoRhs7mEc6_YcFwBpvZMt.