A macro-financial analytics system that predicts the equilibrium value of the Nifty 50 index using a multi-variable regression model derived from macroeconomic research.
- Real-time market data integration using Yahoo Finance
- Macroeconomic indicators using FRED API
- Regression-based Nifty 50 prediction engine
- Model explainability with factor weightage analysis
- 30-day historical backtesting
- Professional error metrics (MAPE, RMSE)
- Model drift monitoring
- Interactive Streamlit dashboard
The model integrates the following macro-financial variables:
- USD/INR exchange rate
- Repo Rate
- FII inflows
- S&P 500 Index
- GDP
- Inflation
Regression Equation:
NIFTY = -10130
- 2.503 × USDINR
- 661.7 × Repo Rate
- 0.001865 × FII
- 35.25 × SPY
- 2526 × GDP
- 67.11 × Inflation
pip install -r requirements.txt