For a recent hackathon that we did at STATWORX, some of our team members scraped minutely S&P 500 data from the Google Finance API. The data consisted of index as well as stock prices of the S&P’s 500 constituents. Having this data at hand, the idea of developing a deep learning model for predicting the S&P 500 index based on the 500 constituents prices one minute ago came immediately on my mind.
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