Build a SPX prediction model on whether the next day closes above or below previous close.

flooidio / tradebot

Trading Bot

BSD 2-Clause "Simplified" License

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Build a SPX prediction model on whether the next day closes above or below previous close. #9

Open fredyvilla opened 3 years ago

fredyvilla commented 3 years ago

The model can use historical data and signals (EMA, RSI, Stochastic, VIX, SPX futures) to predict probability that market will close higher than previous close. The trading strategy would be to enter a 0 DTE ATMput credit spread trade at open, or day before and let it expire worthless.