Predicting ETF prices using linear regression

Authors

  • Keqing Li

DOI:

https://doi.org/10.54691/bcpbm.v36i.3381

Keywords:

Machine learning; simple linear regression; exchange-traded funds.

Abstract

Machine learning has allowed computers to analyze data and make future predictions based on those dates. One of the most common and easiest to implement machine learning algorithms used to do this is simple linear regression. Simple linear regression finds trends in a data set by graphing a line that shows the relationship between two variables. This paper will show how Simple linear regression can predict future ETF prices by finding linear trends in two particular exchange-traded funds: Invesco QQQ and vanguard VGT, predict their value six months later using their five-year closing price in yahoo finance and compare their respective predicted growth rate.

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References

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Published

2023-01-13

How to Cite

Li, K. (2023). Predicting ETF prices using linear regression. BCP Business & Management, 36, 25–31. https://doi.org/10.54691/bcpbm.v36i.3381