Data used
The data that we will use will be the standard and poor's 500. According to Wikipedia, it is An American stock market index based on the market capitalizations of 500 large companies having common stock listed on the NYSE or NASDAQ. Here is a link to the data (https://ca.finance.yahoo.com/quote/%255EGSPC/history?p=%255EGSPC).
The data has the following columns:
- Date: This indicates the date under consideration
- Open: This indicates the price at which the market opens on the date
- High: This indicates the highest market price on the date
- Low: This indicates the lowest market price on the date
- Close: This indicates the price at which the market closes on the date, adjusted for the split
- Adj Close: This indicates the adjusted closing price for both the split and dividends
- Volume: This indicates the total volume of shares available
The date under consideration for training the data is as follows:
Start: 14 August 2006 End: 13th August 2015
On the website, filter the date as follows, and download...