Assignment 21. Pull last five years of data for stock of your choice using yahoo/Google or Quandl API. Make atime series plot of stock price. (Goal: learn to use the API to pull stock prices) - 102. Calculate 5 technical indicators. You can use the package (https://github.com/bukosabino/ta) tocalculate the technical indicators. - RSI (3 period), difference between EMA (5 days) and closeprice, MACD, ATR, Stochastic Oscillator (SR). Make sure to lag indicators to avoid forwardlooking bias. (Goal: Learn to use a package that is not standard and Learn about technicalindicators). - 303. Calculate daily return and create a new classification variable UP/Down based on returns. (Goal:Lear代做Quandl API作业、代写Java/c++程序作业、代做MACD, ATR留学生作业、代写python, C/Cn to calculate the return, learn about shift function and manipulating data frames). - 104. Use decision tree algorithm on 75% of data to predict the up/down classification using theindicators as features. 305. Show the result of your prediction on remaining 25% data. Show the summary statistics ofaccuracy of your prediction. 20Extra Credit - Assume that you go long/short based on your prediction, show the return of yourinvestment strategy on an equal weighted portfolio of 50 stocks.At each stage make sure to use indicators up to day t-1 for predictions of day t to avoid the bias. Submitthe notebook by Nov 10. Notebook should not have dependency on any other additional files. 转自:http://ass.3daixie.com/2018110427680971.html
讲解:Quandl API、Java/c++、MACD, ATR、python, C/C++C/C++|
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