Ming-Yu Qin

Empirical Research on Daily Direction Prediction of S&P 500 ETF Based on Machine Learning and Multivariate Technical Indicators

This paper examines whether machine learning models can predict the next-day direction of SPY, an exchange- traded fund that tracks the S&P 500 Index. Using daily market data from 2010 to 2026, the study constructs 21 technical and cross-asset features, inc luding returns, moving-average ratios, volatility, momentum, R...