Machine Learning for QUANT Stock Trading

My Project will use Machine Learning methods to predict stock prices based on parameters of various technical data indicators. This is used in quant trading for elaborating trading strategies used in trading robots.

library(quantmod)
getSymbols('^GSPC', src='yahoo')
## [1] "GSPC"
head(GSPC)
##            GSPC.Open GSPC.High GSPC.Low GSPC.Close GSPC.Volume
## 2007-01-03   1418.03   1429.42  1407.86    1416.60  3429160000
## 2007-01-04   1416.60   1421.84  1408.43    1418.34  3004460000
## 2007-01-05   1418.34   1418.34  1405.75    1409.71  2919400000
## 2007-01-08   1409.26   1414.98  1403.97    1412.84  2763340000
## 2007-01-09   1412.84   1415.61  1405.42    1412.11  3038380000
## 2007-01-10   1408.70   1415.99  1405.32    1414.85  2764660000
##            GSPC.Adjusted
## 2007-01-03       1416.60
## 2007-01-04       1418.34
## 2007-01-05       1409.71
## 2007-01-08       1412.84
## 2007-01-09       1412.11
## 2007-01-10       1414.85
GSPC <- data.frame(GSPC)

Chart Plots

Below I display S&P500 Index as Line Chart:

lineChart(GSPC, line.type='h', theme='white', TA=NULL)