Name: Algorithmic Trading Dataset
Creator: Kaggle
License: https://creativecommons.org/licenses/by-sa/4.0/

About this Dataset

Algorithmic Trading Dataset

Algorithmic Trading

Algorithmic Trading means using computers to make investment desicions.
There are man different types of algorithmic trading, which mainly differ in speed of execution.
Algorithmic Trading process:
1. Collect Data
2. Develop hypothesis for a strategy
3. Backtest that strategy
4. Implement that strategy in production
S&P 500 is the world's most popular stock market index. It is market capitalization-weighted; i.e. large companies get correspondingly larger weight in the index.
Momentum investing means investing in the assets that have increased in price the most.
Value investing means investing in stocks that are trading below perceived intrinsic value. Multiples are calculated by dividing a company's stock price by some measure of the company's worth like earnings or assets.
1. Price-to-earnings
2. Price-to-book-value
3. Price-to-free-cash-flow

Tables

Momentum Strategy 1

@kaggle.preetviradiya_algorithmic_trading_dataset.momentum_strategy_1

13.35 KB
51 rows
12 columns


CREATE TABLE momentum_strategy_1 (
  "ticker" VARCHAR,
  "price" VARCHAR,
  "one_year_price_return" VARCHAR,
  "one_year_return_percentile" VARCHAR,
  "six_month_price_return" VARCHAR,
  "six_month_return_percentile" VARCHAR,
  "three_month_price_return" VARCHAR,
  "three_month_return_percentile" VARCHAR,
  "one_month_price_return" VARCHAR,
  "one_month_return_percentile" VARCHAR,
  "momentum_score" VARCHAR,
  "number_of_shares_to_buy" BIGINT
);

Recommended Trades 1

@kaggle.preetviradiya_algorithmic_trading_dataset.recommended_trades_1

15.15 KB
505 rows
4 columns


CREATE TABLE recommended_trades_1 (
  "ticker" VARCHAR,
  "stock_price" VARCHAR,
  "market_capitalization" DOUBLE,
  "number_of_share_to_buy" DOUBLE
);

Value Strategy 1

@kaggle.preetviradiya_algorithmic_trading_dataset.value_strategy_1

14.16 KB
51 rows
14 columns


CREATE TABLE value_strategy_1 (
  "ticker" VARCHAR,
  "price" VARCHAR,
  "price_to_earnings_ratio" DOUBLE,
  "pe_percentile" VARCHAR,
  "price_to_book_ratio" DOUBLE,
  "pb_percentile" VARCHAR,
  "price_to_sales_ratio" DOUBLE,
  "ps_percentile" VARCHAR,
  "ev_ebitda" DOUBLE,
  "ev_ebitda_percentile" VARCHAR,
  "ev_gp" DOUBLE,
  "ev_gp_percentile" VARCHAR,
  "value_score" VARCHAR,
  "number_of_shares_to_buy" BIGINT
);