Turns out there is something to this algorithm. The market -> twatter -> market feedback is real? Not enough data to know for sure, but will soon enough.
Developing "Spartan"
- Thread starter nooby_mcnoob
- Start date
Turns out there is something to this algorithm. The market -> twatter -> market feedback is real? Not enough data to know for sure, but will soon enough.
Replying to Overnight's thread: https://www.elitetrader.com/et/threads/and-they-have-a-plan-live.306838/page-25#post-4983314
I did the scripting to download the data and found that there is a curious relationship between SPY log returns and FED outright ownership of mortgages. It could also be complete BS of course.
Looks like a generally positive correlation with largest impact at the 6 month level.
I did the scripting to download the data and found that there is a curious relationship between SPY log returns and FED outright ownership of mortgages. It could also be complete BS of course.
Looks like a generally positive correlation with largest impact at the 6 month level.
The money shot?
This stuff is fascinating but ultimately useless except for the big ticket item which is: are assets growing. If yes, BTFD. If not, still BTFD but more carefully. Glad to have the data brought into my system now.
Today's trade, ITCI.
- Showed up on scanner around 9am
- Trending on Stocktwats around 9:30
- Bought in around 9:45
- Twitter started noticing around 10am
- Sold to the twatters
I won't be adding any more trades of this type for now. It is too manual and I don't like it. I will be working on automating the process.
Edit: fortunately, I have all the data stored.
- Showed up on scanner around 9am
- Trending on Stocktwats around 9:30
- Bought in around 9:45
- Twitter started noticing around 10am
- Sold to the twatters
I won't be adding any more trades of this type for now. It is too manual and I don't like it. I will be working on automating the process.
Edit: fortunately, I have all the data stored.
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Welp that's the second time I FOMO'ed on one of these trades. I got out around $32, it is currently at $43.
Some projects to connect Python to .Net and the JVM, pythonnet and Py4J. Never know. Might be a good trading project coming from these 2 worlds which Python can access now:
https://pythonnet.github.io/
https://www.py4j.org/
How to install:
pip install pythonnet
pip install Py4J
There's a good tutorial starter series for pythonnet on this YouTube Channel. He goes over the fundamentals of access to the CLR interface and then constructs an Excel interface library in Python. Kudos to Alex for putting this very informative series together.
Link to Sigma Coding YouTube video list:
https://www.youtube.com/channel/UCBsTB02yO0QGwtlfiv5m25Q/videos
https://pythonnet.github.io/
https://www.py4j.org/
How to install:
pip install pythonnet
pip install Py4J
There's a good tutorial starter series for pythonnet on this YouTube Channel. He goes over the fundamentals of access to the CLR interface and then constructs an Excel interface library in Python. Kudos to Alex for putting this very informative series together.
Link to Sigma Coding YouTube video list:
https://www.youtube.com/channel/UCBsTB02yO0QGwtlfiv5m25Q/videos
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Python for .NET (pythonnet) is a package that gives Python programmers nearly seamless integration with the .NET 4.0+ Common Language Runtime (CLR) on Windows and Mono runtime on Linux and OSX.
Wish me luck... Due to some bugs in the older version of ib_insync, I had to update to the HEAD version. Good time to do it TBH.
For graphics, have to stay on Windows though.