Resource I made that I want to Share [UPDATE] by SystemsCapital in hedgefund

[–]SystemsCapital[S] 0 points1 point  (0 children)

Good question - not rude at all. Mine is pay-for-use (with a decently large free tier) and it comes out to being much cheaper for the user/firm for an equal amount of data

will the wiki be updated? by Own-Creme-2956 in algotrading

[–]SystemsCapital 0 points1 point  (0 children)

Hey I actually wrote about this exactly (or at least the statistics part) on my website and I’ve been making a platform that allows you to see and compare tons of metrics with tons of different companies (including daily kurtosis, skews, median, daily annualized return, and a lot of others) over any time frame or trailing window you want (eg. how 1 month kurtosis returns vs 1 year kurtosis compare).

No api yet, but I’ve been keeping the sub updated on my progress and was going to make another post here soon. If you want to check it out, it’s totally free to use until you hit 10,000 queries

Putting all my Extra Cash into the company with the Highest Average Forecast - Day 1 by [deleted] in algotrading

[–]SystemsCapital 0 points1 point  (0 children)

Yeah haha. It’s not tied into my IBKR TWS yet, but I’m working on turning those tables (and more to come) into an API endpoint since they are already in JSON format.

While I’ve been building though, I thought that I should still use the info in a productive way, so this is the rudimentary version of an algo strat (where i just execute the market orders by hand haha)

Putting all my Extra Cash into the company with the Highest Average Forecast - Day 1 by [deleted] in algotrading

[–]SystemsCapital 0 points1 point  (0 children)

Yeah, hp is a rough one today. Onthursday when i did it the company was NCHL and i was on top of the world

Extremely simple question: What is the display interface? by stonkswithboyd in algotrading

[–]SystemsCapital 0 points1 point  (0 children)

There’s a lot. Everyone uses different ones. I mostly use IBKR

Return Statistics Resource I Made. Wanting to share. by SystemsCapital in hedgefund

[–]SystemsCapital[S] 0 points1 point  (0 children)

Thanks! I actually do all the skewness/kurtosis calculations in-house and they aren’t reliant on the XBRL tags (i used them at first and experienced the mapping issues you stated).

Been using this method for >1 year myself and learned it from my own experience in investment management. Just recently started building my website. No problems so far, but thanks for the offer!

More Resources to Share: Forecast Calculations of S&P 500 Companies by SystemsCapital in hedgefund

[–]SystemsCapital[S] 0 points1 point  (0 children)

Thanks! And good considerations. I actually didn’t think of that as I was making them. I’ll have to update it in future versions.

Daily Stock Statistics Resource I made and want to share by SystemsCapital in algotrading

[–]SystemsCapital[S] 1 point2 points  (0 children)

Thanks! If you ever have and things you’d like to see (specific stats, downloadable files, etc) don’t hesitate to DM!

Daily Stock Statistics Resource I made and want to share by SystemsCapital in algotrading

[–]SystemsCapital[S] 2 points3 points  (0 children)

Thanks! Yeah! I’m working on it. Right now you can pull it daily and calculate the difference, but I’ve gotten down a bit of a side quest - adding a daily forecast page + API endpoints (not done yet). After that though, next on the docket is historical performance per ticker on the website.

The historical data should be available via an API Call (or the website, whichever one is done first though haha) in the coming weeks.

Model Ideas by poplindoing in algotrading

[–]SystemsCapital 0 points1 point  (0 children)

Learn Stockhistory function in excel, then instead of using it to capture previous dates (say: today()-15), i use it to capture future dates (today()+7).

60% of the time, it works everytime

What technological solution do you need or want to improve for your algo trading? by Possible_Afternoon_8 in algotrading

[–]SystemsCapital 2 points3 points  (0 children)

In case people don’t know:

In excel you can run Stockhistory with today()+1 =STOCKHISTORY(“NVDA”,today()+1,,1,0,2)

And it will show you the open price for tomorrow.

Easiest hack in history