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Successfully established an LSTM model to effectively forecast global equity based on over 20+ years of historical data of global equity.

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SayamAlt/Global-Equity-Forecasting-using-LSTM

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About the Dataset

Context

Using the Alpha Vantage Rapid API, weekly time series data was obtained for global equity, covering over 20 years of historical data. This dataset includes the last trading day of each week along with key metrics such as weekly open, high, low, close prices, and weekly trading volume.


Content

Index and Features of the Dataset (After Extraction and Cleaning)

Name Feature/Index Type Description
Index datetimes - Weekly date of stock traded
open Feature float The price at which a stock started trading when the opening bell rang.
high Feature float The highest price at which a stock traded during a period.
low Feature float The lowest price at which a stock traded during a period.
close Feature float The price of an individual stock when the stock exchange closed shop for the day.
volume Feature float The total number of shares traded in a security over a period.

Acknowledgements

RapidAPI is a great platform to find, connect to, and manage thousands of APIs.