Context
Last time I built an LSTM price prediction for Corn, but the result is not satisfactory. I would like to try other algorithm and data. So I decided to use Wheat price for the exercise. And this time the data is more in length of time (9 years).
Content
The daily wheat dataset is from 2009-10-14 to 2018-03-12. It is downloaded from investing.com or Quantapi also have a API for it.
Acknowledgements
https://www.investing.com/commodities/us-wheat
https://quantapi.co/
Inspiration
To the extent that you can find ways where you're making predictions, there's no substitute for testing yourself on real-world situations that you don't know the answer to in advance.
Nate Silver