I am a time series enthusiast obsessed with making models of financial market data. I do not intend this project to be an investment tool. Rather, I am comparing models of stock prices to see how well their forecasting ability lines up with actual daily adjusted close data.I am passionate about analyzing time series data, specifically within the realm of financial markets. My focus lies in constructing and evaluating models to forecast stock prices. It is important to note that this endeavor is purely for research and not intended to serve as an investment tool. My primary objective is to compare the forecasting capabilities of these models against actual daily adjusted close data.
Simply select a ticker from the menu above and observe the alignment of the lines. Closer lines indicate closer agreement of the model with actual data. Lower MAE (mean absolute error) is better, indicating closer agreement of backtested model predictions with the actual data.Choose a ticker symbol from the menu above. The closer the lines are, the more the model agrees with the actual data. A lower MAE (mean absolute error) is better, meaning the backtested model predictions are closer to the actual data.