Download new data and change the target variable.

[andrewczgithub]

Hi @roman807 ,
I want to try and recreate the project with the latest data and add some more
analytics.
I was wondering if you had the script to download the csv data sets.
Also I want to change to the target variable to a draw down in the 5% percent region.
I was wondering where in the code I could do this and re-run the experiments.

Many thanks,
Best,
Andrew

[sherrytp]

Hi @andrewczgithub ,

I came across this fabulous work by Roman and hope I could probably help you. The .CSV data sets he used is equivalent to Yahoo Finance, all daily prices from the past (max). The current prediction of each model is based on the SP500 11-05-2013, where you could actually find under the final_predictor. I recommend using web scrapping or pandas_datareader to retrieve directly.

I hope that helps with the re-running process,
Sherry