![]() ![]() Please note that STOOQ will disable automatic downloads and require CAPTCHA starting so that the code that downloads and unpacks the zip files will no longer work please navigate to their website for manual download. The notebook create_stooq_data demonstrates how to download historical prices for Japanese stocks and US stocks and ETFs from STOOQ.The notebook create_datasets contains information on downloading the Quandl Wiki stock prices and a few other sources that we use throughout the book, such as S&P500 benchmark, and US equities metadata.There are several notebooks that guide you through the data sourcing process: Various macro fundamental data from the Federal Reserve and others.Earnings call transcripts from Seeking Alpha.Electronic Data Gathering, Analysis, and Retrieval (EDGAR) SEC filings.Yahoo finance daily price data and fundamentals for US stocks.Stooq daily price data on Japanese equities and US ETFs and stocks.Algoseek minute bar trade and quote price data for NASDAQ 100 stocks.Quandl daily prices and other data points for over 3,000 US stocks.Chapter 2, Market and Fundamental Data and Chapter 3, Alternative Data for Finance cover characteristics and access to these data sources and introduce key providers that we will use throughout the book.Ī few sample data sources that we will source and work with include, among others: We will use freely available historical data from market, fundamental and alternative sources. ![]() View the Project on GitHub stefan-jansen/machine-learning-for-trading Data Sources used in the book A comprehensive introduction to how ML can add value to the design and execution of algorithmic trading strategies ![]()
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