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This project explores the use of SPY pricing data and sentiment data feed from Social Market Analytics to generate a one-day SPY forecast. In order to create accurate forecast we are utilizing SMA S-Factors, minute-wise activity feed and price data to predict one-day SPY Close to Close price.
chicago-joe/Predicting-SPY-Returns-Using-Social-Market-Analytics
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This project explores the use of SPY pricing data and sentiment data feed from Social Market Analytics to generate a one-day SPY forecast. In order to create accurate forecast we are utilizing SMA S-Factors, minute-wise activity feed and price data to predict one-day SPY Close to Close price.
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