Overview
In this project, you'll create a model to predict stock market volatility in India and then deploy your model as a web server.
In this project, you'll build a model to predict volatility on the Bombay Stock Exchange.
First, you'll explore stock data for two companies using the AlphaVantage stock API. Then you'll use that data to calculate volatility and build a model to predict it. Finally, you'll deploy your model by creating your very own API to serve predictions.
Volatility models are used in econometrics and financial engineering. Also, this project uses time series data, so it'll be a good chance to cement what you learned in Project 3.
Once you complete this project, you'll be able to:
- Get data from a web API by making HTTP requests.
- Transform and load data into a SQL database using custom Python classes.
- Calculate asset volatility and build a GARCH model to predict it.
- Build your own web API and server to serve your model’s predictions.
This project consists of 5 Notebooks :
8.1. Working with APIs
8.2. Test-Driven Development
8.3. Predicting Volatility Via GARCH
8.4. Model Deployment
8.5. Volatility Forecasting in South Africa 🇿🇦