Market Forecasting in India
In this project, I created a model to predict stock market volatility in India and then deployed our model as a web server. We built a model to predict volatility on the Bombay Stock Exchange.
First, you explored stock data for two companies using the AlphaVantage stock API. Then we used that data to calculate volatility and build a model to predict it. Finally, you deployed our model by creating an API to serve predictions.
We were able to:
- Get data from a web API by making HTTP requests.
- Transform and load data into a SQL database using custom Python classes.
- Calculate asset volatility and build a GARCH model to predict it.
- Build your own web API and server to serve your model’s predictions.
This project consists of 5 Notebooks :
- Working with APIs
- Test-Driven Development
- Predicting Volatility Via GARCH
- Model Deployment
- Volatility Forecasting in South Africa
You can find the whole project blog here