Home

 

Project objective: classify QQQ 1 min intraday data with 65%+ accuracy

Phases:

1. PrepareData
2. SelectModelIndex
3. SelectModelStock

Project management spreadsheet

Overview

QQQ is an ETF tracking the Nasdaq 100.

It is comprised of 100 stocks weighted by market capitalisation:

• http://etfdb.com/etf/QQQ/holdings
• http://www.invescopowershares.com/products/holdings.aspx?ticker=QQQ

Example data:

• http://www.google.com/finance/getprices?q=QQQ&i=60&p=20d&f=d,c,o,h,l,v

Input data sets:

• QQQ
• QQQ component stocks; eg APPL, MSFT, GOOG

Read project docs & books

Please familiarise yourself with:

• Project wiki
• Pandas
• Pandas user guide
• Pandas book
• iPython

Setup project structure

You must be able to run each task from the command line, so I can reproduce your work. Group tasks together into one script if it makes sense. Command line arguments may be useful (but not mandatory).

Please use pip to manage dependencies. Here's a tutorial on using pip .