Mike Tamillow, David Matsumura Data Science project ChiPy
This was our final presentation at the ChiPy meeting January 14th, 2016.
It is a project centered around attempting to use Google Domestic trends to predict the VIX.
Although Google has not updated their data since August 29th, 2015 the code is written in such a way so that when google updates their data the algorithm will naturally produce more up to date results, which should correspond to a better linear model.
The files contained in here include the seperate parts of the program as well as a complete notebook with explanations of what is happening.
Also to be included will be a web server displaying the pridiction from this model and the slide show of the presentation.