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research_public

Quantitative research and educational materials

restapi

REST API is a web-based API using a Websocket connection. Developers and investors can create custom trading applications, integrate into our platform, back test strategies and build robot trading.

reuters

reuters-full-data-set

Full dataset of Reuters composed of 8,551,441 news titles, links and timestamps (Jan 2007 - Aug 2016).

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

saxo_openapi

The saxo_openapi package provides easy access to SAXO OpenAPI. Checkout the Jupyter notebooks covering different aspects of the API.

scraping_projects

Some interesting scraping projects for tickets, github, youtube. Also some implementation via Azure Functions

scripting_ig_api

Some code examples using the IG Index API

sec-api-python

Python SEC EDGAR Filings API. Over 18 million filings, all 150 filing types supported. Query, full-text search and real-time stream API. Convert XBRL-to-JSON and access standardized financial statements from 10-K and 10-Q filings.

sec-edgar

Download all companies periodic reports, filings and forms from EDGAR database.

sec-edgar-tools

EDGAR Filer Manual (Volume II) EDGAR Filing (Version 31) for RaptorXML+XBRL Server

sec-filings

Predictions of SEC Indictments based on Filings Types, Corporate Info

sec-rss-read-and-convert-to-json

Using Python, read the SEC RSS Feed and convert to JSON dictionary

sec-xbrl

XBRL.US Webinar: How to download and process SEC XBRL Data Directly from EDGAR

secdb

Building a financial reporting SQLite database from the SEC's EDGAR XBRL filings. SEC maintains RSS feeds for each month with the filings submitted during that month.

senator-filings

Scrape public filings of the buy + sell orders of U.S. senators and calculate their returns

sentiment-analysis-in-event-driven-stock-price-movement-prediction

Use NLP to predict stock price movement associated with news

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

short-squeeze-predictor

A python script that predicts a stock's susceptibility to a short squeeze.

short_interest_effect

Effect of short interest to stock pricing. Uses data from Quandl + QuoteMedia.

sitc_to_oenace_mapper

Semantic Ontology Matching for Product and Industry Classifications - An automated mapper from SITC (Standard International Trade Classification) to ÖNACE (Austrian nomenclature used for all industries and service activities)

skyscanner_scaper

Scraper of the site skyscanner. Help tracking cheap flights

statarb

statistical-arbitrage-18-19

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach (proposed).

stock-analysis-engine

Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/

stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

stock-split-calendar

Python 3 interface to www.investing.com/stock-split-calendar/

stock-trader

Automatically analyze and trade stocks. Perform analysis and trades daily.

stock-volatility-google-trends

Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf

stock2vec

Embedding stocks to vectors based on the price history