Overview

Prediction of NIFTY50 index movement for 7 days period. LSTM layers are used in keras to predict NIFTY50 index movement for 7 days period.

Project is divided into three parts:

• loadData.py Scraped Wiki's NIFTY50 page to get all 50 ticker symbols and performed transformation on the raw data.
  Used Quandl API to fetch stock data for past 6 years(2012-2018)

• Preprocess.py Label training data as 0(sell) and 1(buy)
  Scale data using sklearn preprocessing libarary

• Build_model.py
  Build model in keras with LSTM layers.

Program runs at 61% Validation accuracy

Dependencies:

• pandas
• quandl
• tensorflow
• keras
• sklearn
• numpy
• beautifulsoup4
• requests

Usage:

Run Buildmodel.py script on commandline.

Acknowledgements:

https://youtu.be/BYd9M_ragR0