ml-finance-python

python scripts for finance machine learning
git clone https://9o.is/git/ml-finance-python.git
README.md

(1112B)
      1 # Data Sources used in the book
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      3 We will use freely available historical data from market, fundamental and alternative sources. Chapter 2, Market and Fundamental Data and Chapter 3, Alternative Data for Finance  cover characteristics and access to these data sources and introduce key providers that we will use throughout the book. 
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      5 A few sample data sources that we will source and work with include, but are not limited to:
      6 - NASDAQ ITCH order book data
      7 - Electronic Data Gathering, Analysis, and Retrieval (EDGAR) SEC filings
      8 - Earnings call transcripts from Seeking Alpha
      9 - Quandl daily prices and other data points for over 3,000 US stocks
     10 - Various macro fundamental data from the Federal Reserve and others
     11 - Large Yelp business reviews and Twitter datasets
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     13 ## How to source the Data
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     15 The notebook [create_datasets](create_datasets.ipynb) contains information on downloading the Quandl Wiki stock prices and a few other sources that we use throughout the book. 
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     17 Instructions to obtain data sources for specific applications are provided in the relevant directories and notebooks of this repository. 
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