Stochastic gradient descent written in SQL
This is great. The only thing I dislike from this is using these variables to try to predict Adj Close when they are not at all correlated.<p>There are countless meaningful correlations in financial data that would have been just as easy to play around with. One truly valuable example would be to look at trading multiples of comparable companies. Sticking to P&#x2F;E would be easier as P is easily observable and forward-looking EPS estimates are generally always available. This would limit the exercise to more mature companies than the ones commonly discussed on HN but would make it actually meaningful