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AlgorithmicTrading Spencer

APIs

Intrinio

  • over 300 feeds
  • pay for only the data you want and choose a pricing tier to fit your specific needs
  • they also cater exceptionally to developers and students
  • 30-day trial - 100 calls/second

Alpha Vantage - My Choice

  • free
  • 5 requests per minute
  • $19.99/month for 15 requests per minute, $249.99/month for 600 requests per minute.
  • up to 20 years of historical data
  • API
  • Python library for API

Quandl

  • subscribe to the feeds you want
  • 300 calls per 10 seconds, 2,000 calls per 10 minutes, and 50,000 calls per day (a free tier)
  • $29.00/month for a single developer (720,000 calls per day and more accurate, reliable data)
  • does not offer a free trial for their US Stock Prices feed
  • a bit harder to read than the key/value structure Intrinio and Alpha Vantage return

Xignite

  • free trial only lasts 7 days (small number of calls)
  • they don’t offer a month-to-month payment option, so you have to commit to a full year of API access

IEX

  • based out of NYC
  • free and doesn’t require users to make an account
  • 100 calls per second
  • a few years of data
  • only covers IEX :(

Trading stategies

My strategy - Day trading

Technical indicators

  1. SMA/EMA/DEMA - Moving avarage
  2. MOM - Momentum - https://www.investopedia.com/investing/momentum-and-relative-strength-index/
  3. RSI (oversold/overbougth upavg/downavg) - https://www.investopedia.com/articles/active-trading/042114/overbought-or-oversold-use-relative-strength-index-find-out.asp
  4. Stochastic oscillator (close,lowestLow,highestHigh) - https://www.fmlabs.com/reference/default.htm?url=StochasticOscillator.htm, https://commodity.com/technical-analysis/stochastics/
  5. DEMA - Double Exponential Moving Average (with less lag than a straight exponential moving average) - https://www.fmlabs.com/reference/default.htm?url=DEMA.htm
  6. MACD - moving average convergence / divergence (not used) - https://www.fmlabs.com/reference/default.htm?url=MACD.htm
  7. ADX - average directional movement index (trend strength) - https://www.fmlabs.com/reference/default.htm?url=ADX.htm
  8. CCI - Commodity Channel Index (relation between price and a moving average (MA), or more specifically, normal deviations from that average) - http://www.fmlabs.com/reference/default.htm?url=CCI.htm
  9. AROON - periods since highest high/lowest low, AroonUp/AroonDown - https://www.fmlabs.com/reference/default.htm?url=Aroon.htm
  10. MFI - money flow index - https://www.fmlabs.com/reference/default.htm?url=MoneyFlowIndex.htm
  11. AD - Chaikin A/D line (AD) - (volume and close/low/high) - https://www.fmlabs.com/reference/default.htm?url=AccumDist.htm
  12. OBV - On Balance Volume - a cumulative total of the up and down volume - https://www.fmlabs.com/reference/default.htm?url=OBV.htm

Articles on stock market forecasting

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