Cracking The Dark Pool: Forecasting S&P 500 Using Machine Learning

Creating a Random Forest Algorithm to Predict S&P 500 Returns

Dark pools, also known as alternative trading systems, are private, off-exchange platforms used by institutional investors and high-frequency traders to execute large block orders of stocks and other securities. Unlike traditional stock exchanges, dark pools do not display order book information or the identities of trading participants to the public.

Th…