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Daily Stock Return Prediction on S&P 500 Index (test)

0.0023Mean Return (Long)

LSTM

Updated 4d ago

Evaluation Results

Method	Links
LSTM 2020.04		0.0023	0.0021	0.0044	0.0002	-0.1484	-0.0037	0.0036	0.0123	0.139	63.129	0.0157	0.156	9.7199	-0.0372	-0.0539	-0.0177	-0.0304	39.227	1.9433	0.2496	0.1714	4.3231	39.0873
RF 2020.04		0.0017	0.0017	0.0034	0.0002	-0.1066	-0.0048	0.0026	0.0111	0.1395	59.319	0.016	0.289	8.3263	-0.0384	-0.0548	-0.019	-0.0317	40.139	1.2718	0.2536	0.173	3.2155	27.981
RF 2020.04		0.0016	0.0003	0.0019	0.0002	-0.1362	-0.0071	0.0009	0.0096	0.2794	53.006	0.0183	1.412	19.8349	-0.0452	-0.0612	-0.0228	-0.0365	92.312	0.539	0.2907	0.1869	1.4997	12.795
LSTM 2020.04		0.0016	0.0006	0.0021	0.0002	-0.1733	-0.0072	0.0015	0.0109	0.1968	54.279	0.0196	0.3682	10.8793	-0.0512	-0.0732	-0.0254	-0.0421	87.232	0.6306	0.3114	0.212	1.6086	12.9274
SP500 Index 2020.04		0.0003	0	0.0003	0.0001	-0.0903	-0.0044	0.0006	0.0056	0.1158	53.681	0.0113	-0.1007	11.9396	-0.0313	-0.0451	-0.0177	-0.027	56.775	0.0698	0.1799	0.1297	0.2487	1.7723
RF 2020.04		0	0.0009	0.0009	0.0002	-0.1507	-0.007	0.0002	0.0084	0.1586	50.81	0.0168	0.1205	11.7758	-0.0468	-0.068	-0.0217	-0.0377	87.123	0.2115	0.2672	0.1853	0.7056	5.3477
LSTM 2020.04		0	0.0008	0.0007	0.0002	-0.1585	-0.0074	0.0004	0.0089	0.137	51.534	0.0171	-0.1828	10.1893	-0.0481	-0.0698	-0.0234	-0.0397	97.263	0.1605	0.2719	0.1927	0.5422	3.9829