SP-Feb2021

Context

For anyone interested in U.S. stock index prediction, this is your data set.

Content

The content is fairly standard to anyone with a business degree. For the uninitiated, it includes the trading day on which the index data was recorded. More importantly, it includes the index's open, high, low, close, adjusted close (i.e., adjusted for splits, reverse splits, and dividends), and trading volume.

I will be updating the dataset on a monthly basis through, at a minimum, next January. I will also add predictive features. Predictors based on public research will appear in the data set. Predictors I generate will not.

Acknowledgements

The initial data was obtained by Ekaba Bisong, a lecturer and author in machine learning. He is a subject-matter expert on Tensorflow. His blog can be found at https://ekababisong.org/ and Tensorflow lecture, in which he uses the initial data set for demonstration purposes, can be viewed at https://www.youtube.com/watch?v=ysZ9RMKsNLk -- starting at 1:55:17.

Inspiration

I'm a fundamental financial analyst and want to see what, if any edge, ML can provide.