Ways to fetch financial data for algo trading
1–10 of 15 posts
Re: Ways to fetch financial data for algo trading
#2Shameless plug to a free service I made, https://stox.dev
It's essentially a stock screener. It lets you write arbitrary queries on over 300 fields and ratios from the firm's accounting statements. Its the opposite of algorithmic, but helps you narrow down the field of stocks you may find interesting (eg. Low PE, high book value, certain industries, etc)
I would love some feedback
Re: Ways to fetch financial data for algo trading
#3Shameless plug to a free service I made, https://stox.dev It's essentially a stock screener. It lets you write arbitrary queries on over 300 fields and ratios from the firm's accounting statements. Its the opposite of algorithmic, but helps you narrow down the field of stocks you may find interesting (eg. Low PE, high book value, certain industries, etc) I would love some feedback
Missed opportunity to call it stonks.dev , but looks pretty cool!
Re: Ways to fetch financial data for algo trading
#4Shameless plug to a free service I made, https://stox.dev It's essentially a stock screener. It lets you write arbitrary queries on over 300 fields and ratios from the firm's accounting statements. Its the opposite of algorithmic, but helps you narrow down the field of stocks you may find interesting (eg. Low PE, high book value, certain industries, etc) I would love some feedback
This looks exactly what I've been looking for! Thanks
Re: Ways to fetch financial data for algo trading
#5[deleted]
Re: Ways to fetch financial data for algo trading
#6OP you should consider writing something similar for finding and using alternative data, given that you work at Rakuten. That could also help you pivot from sell-side to buy-side if that's your eventual goal.
Personally I wouldn't recommend Yahoo Finance price data for trading strategies, but the 10Q and 10K data is good. There are semi-professional and entry-level professional sources like IQFeed which are higher quality and more flexible. You tend to get what you pay for when it comes to financial data (and alternative data as well).
Re: Ways to fetch financial data for algo trading
#7[deleted]
Re: Ways to fetch financial data for algo trading
#8Related to datasets for clustering pharmaceutical stocks:
Dexamethasone Announcement Could Have Made Hedge Funds A Fortune — Alpha Week
https://medium.com/@492727ZED/dexamethasone-announcement-cou...
Re: Ways to fetch financial data for algo trading
#9Shameless plug to a free service I made, https://stox.dev It's essentially a stock screener. It lets you write arbitrary queries on over 300 fields and ratios from the firm's accounting statements. Its the opposite of algorithmic, but helps you narrow down the field of stocks you may find interesting (eg. Low PE, high book value, certain industries, etc) I would love some feedback
Cool site, thank you for sharing. Do you use the same resources for pricing as listed on this post's github? I ask b/c some companies display NULL such as Alcoa (AA) for Price Earnings.
Also, the Balance Sheet, Income and Cashflow Statements all link to the same quarterly report web page. As a shameless plug for myself, I built https://Last10K.com that allow users to access individual financial statements & disclosures buried within lengthy 10-K/Q filings. We have an API too; maybe stox.dev can link to Last10K.com for this info?
Re: Ways to fetch financial data for algo trading
#10Shameless plug to a free service I made, https://stox.dev It's essentially a stock screener. It lets you write arbitrary queries on over 300 fields and ratios from the firm's accounting statements. Its the opposite of algorithmic, but helps you narrow down the field of stocks you may find interesting (eg. Low PE, high book value, certain industries, etc) I would love some feedback
Cool site, thank you for sharing. Do you use the same resources for pricing as listed on this post's github? I ask b/c some companies display NULL such as Alcoa (AA) for Price Earnings. Also, the Balance Sheet, Income and Cashflow Statements all link to the same quarterly report web page. As a shameless plug for myself, I built https://Last10K.com that allow users to access individual financial statements & disclosur…
I use financial modeling prep [0] for both real time quotes and the quarterly statements and Trading View for charts. The nice thing about it is it has everything parsed from the statements such that you can compare apples to apples. No need to hunt around in the documents for net income for instance. It also links back to the original documents as well. They also have a very well documented api.
Only thing I'm not happy about is that when I checked a few times, it took them a few days before they had earnings available. That and their screener is limited (which is essentially what I built).
Yours looks like it has similar features. How do your features compare? I couldn't find the API docs. Does your premium package allow for commercial use?