S&P500 Stock Prices

Context

The Standard and Poor's 500 is a stock market index tracking the performance of 500 large companies listed on stock exchanges in the United States. It is one of the most commonly followed equity indices. As of December 31, 2020, more than $5.4 trillion was invested in assets tied to the performance of the index.

Inspiration

This dataset can be used to create some interesting visualizations and identify how stock prices of a particular company vary over time. Working with stock data is one of the best ways to get acquainted with timeseries forecasting. Can you create a model to stay one step ahead of the market and make statistically informed trading decisions?

Content

The naming convention of the files are in the form ticker.csv. The individual files contain the historical stock price data of that company. All the files have the following columns:

• Date: The date is in the format yy-mm-dd
• Open: Price of the stock when the market opens
• High: Highest price reached in the day
• Low: Lowest price reached in the day
• Close: Price of the stock when the market closes
• Volume: Number of shares traded in a day
• Dividends: The dividends of the stock
• Stock Splits: The stock splits of the company. In a stock split, a company divides its existing stock into multiple shares to boost liquidity.

Acknowledgement

Credits to Yahoo Finance that simplified the process of scraping stock data.