Stock Project

As a personal project, I’m going to attempt to predict prices of stocks with low institutional ownership/influence with machine learning. Using the finviz screener, I’ve found 41 stocks that qualify under the following screener attributes:

  • Exchange: NYSE

  • Country: USA

  • Market Cap < $2b

  • Price > $5

  • Average Volume > $200k

  • Institutional Ownership < 30%

The next step would be getting the tick data (probably paying for it through eoddata.com) for these and high institutional ownership stocks (probably S&P 500) and looking at some statistical summaries (histogram of per day changes, sharpe ratio) of the two categories and seeing if they differ.

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