README.md

Up or Down?

Predicting whether a stock will go up or down using data from Quandl and PsychSignal.

Analyzing the data

1. Install bigmler:

    pip install bigmler
   

2. Set up your BIGML_USERNAME and BIGML_API_KEY

    [Setting up BigML authentication](https://bigml.com/developers/quick_start#q_authenticate)
   

3. Run the script

    ./upordown.py
    [2014-05-01 22:17:05] Creating sources...
    [2014-05-01 22:17:20] Creating datasets...
    [2014-05-01 22:17:39] Merging datasets...
    [2014-05-01 22:18:03] Splitting dataset...
    [2014-05-01 22:18:07] Creating a model using the training dataset...
    [2014-05-01 22:18:10] Evaluating model against the test dataset...
    [2014-05-01 22:18:13] Creating an ensemble using the training dataset...
    [2014-05-01 22:18:30] Evaluating ensemble against the test dataset...
    [2014-05-01 22:18:35] Creating model for the full dataset...
    [2014-05-01 22:18:37] Sharing resources...
    [2014-05-01 22:18:40] https://bigml.com/shared/dataset/zy156fHO5woBGSbTuNeJbkg3htM
    [2014-05-01 22:18:40] https://bigml.com/shared/model/jQNDNqxcSDsfKmQp10cIEXV2Jb7
    [2014-05-01 22:18:40] https://bigml.com/shared/evaluation/oQttuHuCiJ0DW01ai1OsVrsGvww
    [2014-05-01 22:18:40] https://bigml.com/shared/evaluation/3w8Baa5yb5sHliJzHMSZJ2PplW8
   

Visualizing the data

• Dataset

• Model

• Single model evaluation

• Ensemble evaluation