Project overview
In this project, you’ll assume the role of a trader on the S&P 500 futures desk aiming to forecast the index’s movement to enable profitable trading.
Using a real-world S&P 500 dataset from Yahoo Finance, you’ll build an LSTM model with a convolutional layer in Python. You’ll learn to prepare time series data, create time windowing features, and reshape data for modeling.
The project covers constructing, training, and optimizing a forecasting model, as well as evaluating its performance using metrics like R-squared. You’ll also visualize your predictions against the true index values.
Objective: Build an LSTM forecasting model for S&P 500 index prices to inform profitable trading decisions.
Key skill required
To complete this project, it's recommended to build these foundational skills in Python
- Building and training basic RNN models for regression
- Understanding advanced RNN architectures like LSTM
- Combining convolutional layers with RNNs
- Forecasting time series data using RNNs
Projects steps
Step 1: Introduction
Step 2: Data Wrangling and Exploration
Step 3: Data Preprocessing
Step 4: Build and Train a Basic RNN Model
Step 5: Build and Train an LSTM Model
Step 6: Add a Convolutional Layer
Step 7: Optimize the Model
Step 8: Evaluate Model Performance
Step 9: Next Steps
Master skills faster with Dataquest
Go from zero to job-ready
Learn exactly what you need to achieve your goal. Don’t waste time on unrelated lessons.
Build your project portfolio
Build confidence with our in-depth projects, and show off your data skills.
Challenge yourself with exercises
Work with real data from day one with interactive lessons and hands-on exercises.
Showcase your path certification
Share the evidence of your hard work with your network and potential employers.
The Dataquest guarantee
Dataquest has helped thousands of people start new careers in data. If you put in the work and follow our path, you’ll master data skills and grow your career.
We believe so strongly in our paths that we offer a full satisfaction guarantee. If you complete a career path on Dataquest and aren’t satisfied with your outcome, we’ll give you a refund.
Recommended projects
Free
Investigative Statistical Analysis – Analyzing Accuracy in Data Presentation
Practice using R to analyze movie ratings data, compare 2015 vs 2016 ratings, and apply sampling and distributions to investigate bias.
R
Intermediate
8 steps
Free
Predicting Listing Gains in the Indian IPO Market Using PyTorch
Practice building a regularized deep learning model in PyTorch to predict IPO profitability using real Indian stock market data with advanced evaluation techniques.
Python
Intermediate
10 steps
Free
Exploring Financial Data using Nasdaq Data Link API
Practice retrieving financial data from APIs, manipulating it with Pandas, and visualizing trends using Python.
Python
Intermediate
10 steps
Free
NYC Schools Perceptions
Practice data cleaning, analysis, and visualization in R to explore survey data and showcase your skills with R Notebooks.
R
Beginner
3 steps
Free
Investigative Statistical Analysis – Analyzing Accuracy in Data Presentation
Practice statistical analysis in Python to investigate movie rating bias and determine if Fandango inflated ratings.
Python
Intermediate
8 steps
Free
Building Fast Queries on a CSV
Practice implementing an inventory system for a laptop store using Python classes, dictionaries, and binary search.
Python
Intermediate
10 steps
Free
Garden Simulator Text Based Game
Practice using OOP, error handling, and randomness in Python to create an interactive gardening game simulator.
Python
Beginner
11 steps
Free
Predicting Heart Disease
Practice building a K Nearest Neighbors classifier in Python to predict heart disease risk from patient data.
Python
Intermediate
10 steps
Free
Word Raider
Practice using Python variables, lists, loops, conditionals, and file handling to build an interactive word-guessing game.
Python
Beginner
11 steps
Grow your career with
Dataquest.
98%
of learners recommend
Dataquest for career advancement
4.85
Dataquest rating
SwitchUp Best Bootcamps
$30k
Average salary boost
for learners who complete a path
Join 1M+ data learners on
Dataquest.
1
Create a free account
2
Choose a learning path
3
Complete exercises and projects
4