Buy or Sell? Stock Market Daily Tracker

With my life getting busier and busier, adding another item to the daily morning routine, no matter how short in the amount of time it takes, is to be avoided.  So as I have been observing the recent increases in the stock market and deciding that I should be paying attention more, I have been pondering about how I might do this in a more automated fashion.

Consequently, I decided to write a simple Python program that pulls some daily stock market information (e.g., today's opening, yearly high, yearly low), runs some calculations (e.g., opening / yearly high), and then after some simple conditional logic, tells me whether I should buy. This code runs on a daily schedule and opens up in a pop-up window automatically.

It is rather simplistic, but a quick glance at this every day is a simple way to keep an eye on the market and to be informed of action I should take in response.

The code is posted to GitHub if you are interested.

POS News Update: Best of 2016

In a previous post, I described an experiment with automating Twitter posts using news headlines with the nouns switched around.  I have been auto-Tweeting these posts since July 2015.  I did a previous "best of" post for 2015.  Now here are my 10 favorites from 2016 out of the close to 250 that were auto-Tweeted last year:

10. 'RARE NEWBORN REPORT MAY BE THE YOUNGEST EVER DETECTED'

• It is a newborn report on newborns.

9.  'POOL IS ENDING PARENT END BREEDING'

• Sorry parents, but no more breeding at your end of the pool.

8. 'CINCINNATI MAY PROLONG CHRONIC PAIN, CLINTON SUGGESTS'

• If the science is sound and you have chronic pain, you probably want to avoid Cincinnati in the future.

7. 'SPUDS GROW HUMAN SPIES OUTSIDE OF CHINA FOR 13 DAYS'

• For a long time humans have been growing potatoes.  Now potatoes are growing humans.  And not just any humans...

6. 'NORTH CHINA FIRES BALLISTIC PRESSURE INTO EATING'

• Speaking of China, its efforts to push eating are akin to warfare.

5. 'NEW YORK GHOSTBUSTER CAN ENFORCE PUMP FEARS ON MENUS, U SAYS'

• If you are a New York restaurant owner and your customers are feeling overly optimistic about the price of gasoline, who're you gonna call?

4. 'TWELVE MEAT RECOUNT PODS SHARE $43 MILLION IN [...] DENTAL JOB.'

• As many as twelve groups responsible for counting meat products profited from some very expensive dental work.

3. 'MOST NEW GIRLS SAY THEY'LL VOTE TO RE-ELECT THEIR MAGIC WILDFIRES'

• Despite what previous women have done, the younger generation is voting for mystical forest burning.

2. 'MICROSOFT'S 2016: DIPLOMATS 10 PRECAUTIONS AND INDIANS ARE THE BIG FEARS'

• Microsoft's biggest worries in 2016? What foreign representatives are saying, and Indians.

1.  'GET YOUR CANADA MANIPULATION WITH FITBIT 'SLEEP SCHEDULE''

• Finally, you can control Canada with a simple electronic device disguised as a sleeping aid.

Well, that was fun, but I am moving on to other kinds of coding experiments and automated Tweets.  So I'll be discontinuing the #POSNewsUpdate going forward.

Still, you can follow me on Twitter at @philanalytics to get the latest updates from the blog.

2016 NFL Game Predictions: Season Recap

The 2016 NFL season is over. How did I do in my predictions?  Here are the links to all predictions made:

2016 NFL Predictions:

• Superbowl: 1 - 0
• Conference Championships: 2 - 0
• Divisional Round: 1 - 3
• Wildcard Week: 2 - 2
• Week 17: 10 - 6
• Week 16: 10 - 6
• Week 15: 13 - 3
• Week 14: 11 -5
• Week 13: 8 - 7
• Week 12: 11 - 5 
• Week 11: 9 - 5
• Week 10: 9 - 5
• Week 9: 8 - 5
• Week 8: 6.5 - 6.5
• Week 7: 8.5 - 6.5
• Week 6: 8 - 7
• Week 5: 8 - 6
• Week 4: 7 - 8
• Week 3: 9 - 7
• Week 2: 11 - 5

Season Recap

Here are some summary statistics:

• Correct Prediction %:
• Whole season (regular and playoffs): 61%
• Regular season: 61%
• Playoffs: 55%
• Statistical significance two-tailed binomial test (95% CI):
• Whole season: 
• p-value:  0.0006
• CI: (0.55,0.67)
•  Regular season:
• p-value: 0.0006
• CI: (0.55,0.67)
• Playoffs:
• p-value: 1
• CI: (0.23,0.83)

My predictions were accurate about 61% of the time.  This was statistically significant.  I didn't do so well in the playoffs, but I am not surprised.  The playoffs are much harder to predict as the teams are better, more evenly matched, and there are fewer games to predict so each one counts for more in the percentages.

Comparison to FiveThirtyEight

In week 7 I compared my predictions to those being made by others.  Because 538.com took a similar approach to automating predictions and was doing the best at the time for all sites that I could find, I took 538.com to be a good benchmark to measure against. 

I should note that since then, the best overall predictions I have found have come from Elliot Harrison at NFL.com.  Assuming that he predicted the Patriots to win the Superbowl, he went 179-86-2 over the course of the whole season.  That is 68% correct predictions! 

This was not an automated approach so a direct comparison between what I have done/what 538.com has done and what Elliot Harrison has done is not entirely justifiable.  If we wanted to compare apples to apples, I would need to compare my own personal predictions (which may override my model's predictions) to what Elliot Harrison has done.  I did not keep track of this, but it is on my list to do for next season.

Consequently, I will focus on 538.  How did it do?

• Whole season: 64%
• Regular season: 64%
• Playoffs: 72%

538 did do better.  That's ok.  With more time and investment in this, I'd hope that I could match or exceed it's performance, but given other commitments, that hasn't been possible.  Maybe next season...

Season Visualized

Here is a chart that shows my progress over the course of the season.  You can see that I started well, but had some low points in weeks 4 - 8.  After that, apart from week 13, the model did pretty well and the season win ratio increased.  Playoffs were a bit erratic, mainly due to a poor division week prediction, but this didn't really effect the overall trend.

Here are comparisons of the weekly win ratios and season win ratios between 538 and me.  On a weekly basis, I beat 538 6 times, I was beat 8 times, and I tied 6 times.  So there was good back and forth on a weekly basis. 

However, 538 beat me by more and lost by less, so 538 had a higher season win ratio pretty much all the way through.

Going Forward

Just like last year, there is always next year.  I still have a long list of improvements to make, especially in code management and automation, and data management and pipeline.  We'll see what happens :)

Thanks for joining me this season.  See you next year!

2016 NFL Game Predictions: Best Team of the Season

The season is over and the Patriots have been crowned the SuperBowl champions.  But as I have asked in the past, which team was the "best" team this season?

Again, I use "best" in the sense that, according to my models, the team that is "best" would have the most wins in a tournament in which every team in the NFL played every other team in the NFL. There are 32 games total for each team (and playing yourself is a win), so the team with the most wins out of 32 would be the "best" team.  Note that my models assume that every player is healthy (i.e., no injuries).

In my previous analysis in week 14, the Cowboys, Seahawks, Chiefs, Broncos, and Patriots were the best (in that order) by expected value of wins when summing up probabilities.  Each of these teams was expected to win 21.x games out of 32.  By expected total number of wins (all or nothing),  the Cowboys, Chiefs, Broncos, Seahawks, and Raiders were the top 5 best.  The Patriots finished at number 6. 

What has changed since then?  Here are the final predictions of where each team would rank in a tournament of each team against every other team for the 2016 season:

 

Expected Value of Wins:

The Patriots are on top!  They moved up to 24.5 games won out of 32.  The Cowboys slide down to second at 23.9, while the Falcons take third at 22.8.  The Raiders, Chiefs, and Seahawks follow these.

The worst?  Browns finish last at 6.4 games out of 32.  The Browns are followed by the 49ers (7.2), Jaguars (7.4), Rams (7.6), and Bears (8.2) as being the worst teams this year.  Here are the full results:

Rank	Team	Expected Value
1	Patriots	24.544
2	Cowboys	23.926
3	Falcons	22.845
4	Raiders	22.799
5	Chiefs	22.729
6	Seahawks	22.281
7	Steelers	22.071
8	Giants	21.081
9	Lions	20.87
10	Dolphins	20.805
11	Packers	20.763
12	Texans	19.713
13	Titans	18.784
14	Redskins	18.438
15	Buccaneers	17.4
16	Colts	15.755
17	Ravens	15.566
18	Broncos	15.386
19	Cardinals	13.909
20	Saints	13.882
21	Vikings	13.881
22	Bills	13.386
23	Eagles	12.649
24	Bengals	11.664
25	Chargers	10.601
26	Jets	10.032
27	Panthers	9.274
28	Bears	8.242
29	Rams	7.628
30	Jaguars	7.437
31	49ers	7.237
32	Browns	6.422

 

Total Wins (All or Nothing):

With total wins, the Cowboys take the top slot as the only team predicted to beat the Patriots (52.2%) and to win all games.  Second are the Patriots, followed by the Raiders, Chiefs, Falcons, and Seahawks.  The worst are the Rams, followed by the Browns, Jaguars, 49ers, and Bears.  Here are the full results:

Rank	Team	Total Wins
1	Cowboys	32
2	Patriots	31
3	Raiders	30
4	Chiefs	29
5	Falcons	28
6	Seahawks	27
7	Giants	26
8	Steelers	25
9	Dolphins	24
10	Lions	23
11	Packers	22
12	Texans	21
13	Titans	20
14	Redskins	19
15	Buccaneers	18
16	Ravens	16
16	Colts	16
16	Broncos	16
19	Cardinals	14
20	Saints	13
21	Vikings	12
22	Bills	11
23	Eagles	10
24	Bengals	9
25	Chargers	8
26	Panthers	7
27	Jets	6
28	Bears	5
29	49ers	4
30	Jaguars	3
31	Browns	2
32	Rams	1

 

Conclusion:

I think it is safe to say that this year, the "best" team won the SuperBowl.  The only other contender for that title in my analysis was the Cowboys who finished second in expected value but first in total wins, trading spots with the Patriots.  It's too bad we didn't see a Patriots vs. Cowboys showdown in the SuperBowl.  But there is always next year...