Fundamental Analysis

Theoretically, it should be possible to take timestamps and data (expected outcomes) with economic news events for a given asset and let SQX build strategies within a certain range of time before and after each event. SQX can take in the news input data or a custom SQX indicator might be able to in order to build strategies with news events in the final code. The only difficult part would be getting the timestamps properly to identify the time ranges. 


A template CSV file may be able to allow users to upload their own news data for a specific instrument, for example, quarterly earnings for a stock.

The rest is doing what we already do which would be training directly over those time periods for our IS data. There should also be a way to invert this process so that we can train on everything that does not involve economic events for the purpose of creating algorithms that dodge the news.

If you wanted to, you could mine all the news data for assets and make this into a service and provide the news data for a ton of assets for a monthly fee. I'd love to have a seamless process of downloading reliable news data and training based on it. 

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  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

KL
#1

kainc301

28.01.2020 17:21

Task created

Rr
#2

Partizanas

28.01.2020 23:03
Voted for this task.
KL
#3

kainc301

29.01.2020 02:09
Voted for this task.
e
#4

extpan

30.01.2020 15:36
Voted for this task.
MF
#5

Mark Fric

26.11.2020 11:08

Status changed from New to Archived


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