Stock Market Prediction?

Bahaa_Kattan: <p>1- I was wondering if someone  had made a stock market prediction  model that worked, and made money by his prediction.</p>
<p>2-any tips about how to make a model for this problem</p>
<p>3- and what was your experience doing this mode?l is it realy makes money or it’s not accurate to give you even a trend for the stock prices?</p>

KFrank: <p>Hi Bahaa!</p>
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<img loading="lazy" alt="" width="24" height="24" src="https://discuss.pytorch.org/user_avatar/discuss.pytorch.org/bahaa_kattan/48/28782_2.png" class="avatar"> Bahaa_Kattan:</div>
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<p>1- I was wondering if someone  had made a stock market prediction  model that worked, and made money by his prediction.</p>
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<p>Yes, people have done this successfully.</p>
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<p>2-any tips about how to make a model for this problem</p>
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<p>Focus (usually) on returns rather than asset prices.</p>
<p>If you know that certain asset prices are correlated (because of rigid<br>
arbitrage-like relationships or because of “soft” statistical correlations),<br>
preprocess your data to take advantage of those correlations.  Don’t make<br>
your network “learn” those correlations.  Your correlations need not be<br>
rock-solid – it will generally be better to ask your network to “learn” the<br>
deviations from the baseline correlations, rather than those correlations<br>
themselves.</p>
<p>Try to take into account relevant <em>non-tradable</em> information (i.e., things other<br>
than prices) – for example, the “fundamentals” of companies whose stocks<br>
you might want to trade or the observed liquidity of assets whose prices you<br>
imagine predicting.</p>
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<p>3- and what was your experience doing this mode?l is it realy makes money or it’s not accurate to give you even a trend for the stock prices?</p>
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<p>It’s quite hard and it’s a moving target.  People are <em>all the time</em> trying to do<br>
this (with or without neural networks).  When some subset of these people<br>
find a pattern that lets them make tradable and money-making predictions,<br>
they make those trades (to make money, naturally) – and those trades push<br>
the prices back to where the tradable pattern no longer exists.</p>
<p>Let’s say that both you and I build an MNIST digit classifier and yours is<br>
quite good and mine is a little better.  We both have good classifiers, so<br>
we’re both happy.  But if both you and I build a model that predicts some<br>
stock’s price and mine is a little better, I’ll trade using my model (to make<br>
money, naturally) and squeeze the predictability of that stock’s price out<br>
of the market.  I’ll end up with money, but you, maybe not so much …</p>
<p>Good luck.</p>
<p>K. Frank</p>

Bahaa_Kattan: <p>I’m focusing on making a model that is able to to tell me if the percentage  is 5% or higher.<br>
It’s still in progress I can’t tell yet if it will work,<br>
It was hard to predict the next day prices. so I’m to predict the percent change between the current day and the next day(future day)</p>