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null

Python users: what time series forecasting model is best for predicting the future price of a stock? Working on a data science project and would appreciate some input...

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Probs ARIMA — but wouldn’t ask this question in the IB forum though, more of a quant or S&T question

You can’t.

I mean, best approach would be to see if there is any predictive power in the option market - often stocks follow options and not the other way around. That being said, you’ll get slaughtered by fat tail events.

Essentially, the trick is being able to extract information that nobody else could or figured out to. That’s hedge fund business and it’s tough.

But for a DS homework, yeah, ARIMA should do fine.

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