Opinion

Comparing Every Machine Learning Algorithm to Predict the Stock Market

How I was able to use Data Science to predict the S&P500.

Photo by Austin Distel on Unsplash [1].

Table of Contents

1. Introduction
2. Model Comparison
3. Summary
4. References

Introduction

Predicting the stock market can be hard, or so we thought. As we say this over and over again, we get it in our heads that it will always be difficult to do in the future. However, technology is always advancing, and Machine Learning is no exception. When Data Science models are used to predict future stock prices, it is important to analyze the error of specific stocks versus one another, as well as analyze when certain days, weeks, months, or years are harder to predict. Just like diving deeper into trends that allow us to be able to predict, so should we explore how our predictions stack up against one another. More data is generally better in a time series problem, and the more we see these anomalies, the more they can be turned into patterns that the algorithm can recognize.

Although certain events have led us to believe that these are the first time we are seeing X event, there are most likely a lot of other…