S&P 500 Index (SPY)
Using the strengths of multiple models can reveal intricate and concealed patterns in past data, offering a complete understanding of trends and insights that could affect future results.
| Dataset | Input Feat. | AI | Output | Short Forms |
|---|---|---|---|---|
| Daily SPY historical data from 01 April 2019 to 20 March 2023. | 'date', 'open', 'high', 'low', 'adjClose', 'vwap', 'dema', 'ema', 'rsi', 'adx', 'sma', 'tema', 'williams', 'wma' | Ensemble learning with chained Huber Regressor models that utilize Grid Search CV to tune the hyperparameters of each individual model in the chain. | Predictive time series data for SPDR S&P 500 ETF Trust from March 21, 2023 to June 13, 2023. | Actual Closing Price (ACP), Predicted Closing Price (PCP), Percent Difference (% diff) = [|ACP-PCP|/(ACP+PCP)]*100 |
Comparative Table, 21 March to 13 June 2023
| Date | ACP | PCP | % diff |
|---|
