Predicting a Stock Price Using Regression

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Mark Gavoor

Mark Gavoor

Күн бұрын

Using 6 months and 1 month of Historical Data to predict GM Closing Price in October 2015 by linear regression in Excel.
This in not intended to use to really predict stock prices. It is merely an exercise to practice using simple linear regression on some real data. Nothing more :)

Пікірлер: 41
@mrignayani04
@mrignayani04 6 жыл бұрын
Thank you, every one has video's to do the forecast of the actual data, but no one did how to forecast for the real future
@tomcruise794
@tomcruise794 6 жыл бұрын
If we manually compute the value of forecast with E2=15274,the value doesn't match with what is calculated on the excel.please explain
@burakatas4782
@burakatas4782 4 жыл бұрын
someone teach him ctrl + shift + arrow (down) to select to entire set at once.
@markgavoor2497
@markgavoor2497 2 жыл бұрын
LOL tesakuler
@nitinrindhe6069
@nitinrindhe6069 4 жыл бұрын
How to change the date format to Julian date, it's not working for me
@ednakazuya12
@ednakazuya12 6 жыл бұрын
Pretty good lesson if you are on the go
@andycobra49aor
@andycobra49aor 3 жыл бұрын
Mr. Mark Thank you, great job, I was planning to use the Neuro XL but I can't get it install it in Microsoft Office Excel version 2011. I'm working to find out more about what is the closes Stock price prediction formula, yours looks really good, Thanks Respectfully; Andy
@ronschmick3356
@ronschmick3356 4 жыл бұрын
Thank you Professor Gvoor, thanks for sharing. As you clearly stated in the video these models won't work well in the capital markets. Can you suggest which models might be a better fit?
@rosminantia4612
@rosminantia4612 4 жыл бұрын
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@panedole
@panedole 4 жыл бұрын
Kudos for the Video clip! Excuse me for the intrusion, I would love your opinion. Have you researched - Sanames Stockify Scripophily (Sure I saw it on Google)? It is a great one off guide for discovering the best options trading technique minus the normal expense. Ive heard some incredible things about it and my coo-worker got amazing results with it.
@markgavoor2497
@markgavoor2497 3 жыл бұрын
My expertise is more in sales and operations forecasting and NOT capital markets. There are a ton of books on that subject. I will venture to guess that none of them are the magic formula everyone is seeking. My view of any forecasting is that they all attempt to predict the future and the future is not always or easily predictable.
@andrecummings13
@andrecummings13 3 жыл бұрын
panedole , why is it when everyone’s advertising this” Sanames Stocktify Scripophily” ,you all almost say the same thing Word for Word ????
@reelzerotuned3675
@reelzerotuned3675 2 жыл бұрын
I run some data using regression in excel, the result only 48% accuracy from actual data.
@emensonjean7424
@emensonjean7424 7 жыл бұрын
Can you use this format to simulate a baseball game
@BillyBellaBiliBala
@BillyBellaBiliBala 7 жыл бұрын
May I ask that how to produce the forecast price? I can only produce a date instead of price after I type in the formula as u did. I have tried to transfer the date to julian date then do the forecast, but it is still unsucessful.
@markgavoor2497
@markgavoor2497 3 жыл бұрын
Format the date value as a number. Behind the scene uses the Julian date so that the dates can be used in calculations. Sometimes the calculation is formatted as a date e.g. mm/dd/yyyy.
@husaini9649
@husaini9649 2 жыл бұрын
@@markgavoor2497 what's the reason to use Julian Date? I need the explanation to put in my report. thanks in advance
@JuliusTanuwijaya
@JuliusTanuwijaya 5 жыл бұрын
I want to know where the constants come from?
@allisondaytrades8603
@allisondaytrades8603 4 жыл бұрын
Constant is the "Intercept" under your coefficients table when you run your regression analysis (Data> data analysis> Regression). If you don't have the data analysis tab, you have to go to Options> Add-ins> Analysis TookPak.
@novaknovakovic1585
@novaknovakovic1585 4 жыл бұрын
Appreciate video content! Sorry for the intrusion, I am interested in your opinion. Have you heard the talk about - Sanames Stockify Scripophily (should be on google have a look)? It is a great one off product for discovering the best options trading technique without the headache. Ive heard some great things about it and my mate at very last got amazing success with it.
@youngbelieve5187
@youngbelieve5187 8 жыл бұрын
It only shows the date does not predict the price!!!
@sunnyjassal7738
@sunnyjassal7738 7 жыл бұрын
Change The format to number it is prob on custom
@MarkGavoor
@MarkGavoor 7 жыл бұрын
Use the regression formula to predict. Watch from the 3:48 point. We use historical data of six months. We use the first five months to predict the sixth. Since we know the reality, we can immediately see how well our forecast is.
@zlatanmustacevic9261
@zlatanmustacevic9261 6 жыл бұрын
This was great, I've been looking for "predicting stocks" for a while now, and I think this has helped. Have you heard people talk about - Sanames Stockify Scripophily - (Have a quick look on google cant remember the place now ) ? Ive heard some great things about it and my buddy got excellent results with it.
@rickswineberg
@rickswineberg 6 жыл бұрын
Excuse me, but your time analysis show the stock price increasing in time. You are looking at it backwards
@ezziaryoussra2642
@ezziaryoussra2642 5 жыл бұрын
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@fbeets4161
@fbeets4161 4 жыл бұрын
what is iqd strategy is...?
@Kergan63
@Kergan63 Жыл бұрын
It just does not work.
@mehtasid
@mehtasid 4 жыл бұрын
You can't predict stock prices this way
@markgavoor2497
@markgavoor2497 3 жыл бұрын
Thanks for your comment. Of course you can use any method to TRY to project stock prices, but a method as in this would probably result in you losing a lot of money unless the stock was steadily increasing or decreasing. This is, however, an exercise for elementary forecasting techniques using real data... and closing stock prices are real data.
@zhangyu198635
@zhangyu198635 6 жыл бұрын
It is so dumb to use excel to predict price. Actually he used linear regression way to predict the price. calculate the intercept and slope of the line. Use python should be better.
@MarkGavoor
@MarkGavoor 6 жыл бұрын
yu zhang: it is indeed so dumb... if I were actually advocating this as a good method to predict stock prices. Rather, this is just part of a forecasting section of a course. I use stock data because they provide good time series data that, because of variation for a variety of reasons, can provide all the frustrations one will encounter in forecasting. Thanks for your comment
@lijojose6042
@lijojose6042 4 жыл бұрын
Please learn how to use excel or fast forward the bits where you’re figuring it out.
@papitom3600
@papitom3600 3 жыл бұрын
A bunch of bs calculation that says nothing about where stock price is going..many other factors manipulates price
@markgavoor2497
@markgavoor2497 3 жыл бұрын
LOL... this is a classroom exercise on using regression, exponential smoothing, and moving average. it uses real stock data but it is not intended to be used as a stock price predictor. But thanks for weighing in.
@leecurcio6132
@leecurcio6132 4 ай бұрын
What did you do? You didn't predict at all the price. Change the name of your video. It is fake
@bcc9853
@bcc9853 8 жыл бұрын
omg lame
@MarkGavoor
@MarkGavoor 7 жыл бұрын
Of course it is lame. We simply us this to practice using regression in a Quantitative Analysis class. Linear models generally do not work for stock data. That is part of the learning.
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