Financial Signals Analysis
Setup and Installation
- From sandbox grab two other dependencies for the E-Trade API
xstreamcommons-httpclient-contrib-ssl
Scope and Approach
- Using the Monte-Carlo method to analyze risk for the equities markets.
- Limits range to two sigma to bound the range of possibility within a given certainty for the model.
- Might try to use other optimization factors and methods.
- Currently focused on the technologies industries.
Tickers
Using one to two of the largest in each industry subset with a few exceptions.
| Ticker | Industry |
|---|---|
| AMZN | Internet Services |
| GOOGL | Internet Services |
| FB | Internet Services |
| AAPL | Consumer Goods |
| MSFT | Business Software |
| IBM | Business Software |
| ORCL | Business Software |
Outline
Using historical data try to predict how the stock will move in the future
- Given a ticker/company, analyze historical data and predict movement using relevant factors
- Potential factors to consider:
- Global events
- Political events
- Foreign affairs
- Quarterly reports
- Fed Meetings, rate hike, etc.
- Deviation from indexes or tickers in same industry
- Aiming for long term trading, profitability in weeks/months timeframe