Quant Mashup - Godel\'s Market
Large Down Mornings in SPY [Godel's Market]
What has happened in the past when the SPY opens 3.5% or more down? I ran the numbers and have some code for doing it yourself. I found that there's typically a profitable day ahead, and even if not profitable, the day tends to have enough upside (Open to High) to be of great interest. Here is
- 8 years ago, 30 Aug 2015, 01:18pm -
Downloading Stock Market News for Specific Symbols [Godel's Market]
Grabbing the data. How do you grab the latest news on your favorite ticker symbol? It all starts with the following URL. https://www.google.com/finance/company_news?q=SPY&output=rss You'll want to change "q=SPY" to whatever symbol you're interested in. You can add something
- 8 years ago, 17 Aug 2015, 01:27am -
Finding Stock Splits and Ex-Dividends Using R [Godel's Market]
The following post shows you how to check for any stock splits and ex-dividends happening. It'll spit out a list of symbols. These can be used as alerts or piped into another script for updating your database as needed. I want to thank pcavatore for suggesting this topic! Comments and
- 8 years ago, 25 Jul 2015, 09:04pm -
Automated Daily Stock Database Updates Using The R Statics Project [Godel's Market]
I received a request from pcavatore several posts ago. pcavatore was interested in "database update automation via R script." He wanted to know "how to run a daily task to update prices in the database." In this article we'll be using R and the RMySQL package to access and
- 8 years ago, 21 Jun 2015, 12:48am -
Interviewing the Quants: Dan of Theta Trend [Godel's Market]
Welcome back to Interviewing the Quants. This is the third interview in the series. Many of you might know our guest from his blog on simple objective options trading. It is called Theta Trend. His name is Dan. He's provided some information to give us some insight into who he is, what he does,
- 8 years ago, 8 Apr 2015, 06:04am -
Setup Your First MySQL Stock Database [Godel's Market]
Today we’re going to setup a MySQL database, populate it with some data, and run a simple query. More complicated stuff to come, but this is a great start for those who have never used a relationship database management system (RDBMS) before. (Note: Sign up for the new Gödel’s Market Newsletter
- 9 years ago, 27 Mar 2015, 03:17am -
Interviewing the Quants: Marco Simioni and Nightly Patterns [Godel's Market]
Welcome back to Interviewing the Quants. This will be the second interview in the series. Many of you might know our guest from his trading at Nightly Patterns (http://nightlypatterns.wordpress.com). His name is Marco Simioni and he’s agreed to give us greater insight into what he does and who he
- 9 years ago, 17 Feb 2015, 05:40am -
Interviewing the Quants: An Inside Look With “Sanz Prophet†[Godel's Market]
Our first guest for the “Interviewing the Quants†series is Vangelis Maderakis. Many of you probably know him as Sanz Prophet through the eponymous blog (sanzprophet.blogspot.com). Recently, he became a partner at Logical Invest, a successful business dedicated to logical, rules based
- 9 years ago, 11 Jan 2015, 09:17pm -