Algorithmic Trading Dataset

Used Algorithmic Trading

@kaggle.preetviradiya_algorithmic_trading_dataset

Table List

3 tables(42.66 KB)

Momentum Strategy 1

Recommended Trades 1

Value Strategy 1

Momentum Strategy 1

@kaggle.preetviradiya_algorithmic_trading_dataset.momentum_strategy_1

13.35 KB
51 rows
12 columns

ticker Ticker	price Price	one_year_price_return One Year Price Return	one_year_return_percentile One Year Return Percentile	six_month_price_return Six Month Price Return	six_month_return_percentile Six Month Return Percentile	three_month_price_return Three Month Price Return	three_month_return_percentile Three Month Return Percentile	one_month_price_return One Month Price Return	one_month_return_percentile One Month Return Percentile	momentum_score Momentum Score	number_of_shares_to_buy Number Of Shares To Buy
FANG	$102.81	167.05%	98.42%	110.39%	99.80%	23.90%	95.84%	15.58%	97.23%	97.82%	786
NVDA	$836.32	117.59%	92.67%	57.08%	96.24%	47.60%	100.00%	25.29%	99.60%	97.13%	96
DXC	$42.36	156.16%	97.43%	58.69%	96.83%	31.47%	99.01%	6.28%	83.56%	94.21%	1909
OXY	$32.72	92.75%	85.54%	91.00%	99.21%	20.26%	92.28%	15.90%	97.43%	93.61%	2472
IT	$258.87	107.52%	91.09%	57.23%	96.44%	32.85%	99.60%	6.90%	84.75%	92.97%	312
FTNT	$251.21	75.22%	76.83%	65.90%	98.02%	31.15%	98.61%	13.32%	95.64%	92.28%	322
LB	$76.99	398.86%	100.00%	100.50%	99.60%	20.22%	92.08%	4.18%	77.03%	92.18%	1050
WAT	$359.10	95.71%	86.73%	43.62%	92.87%	24.16%	96.04%	10.55%	92.28%	91.98%	225
MRO	$13.97	141.58%	96.83%	116.28%	100.00%	20.86%	92.87%	3.04%	72.48%	90.54%	5790
TGT	$256.84	107.93%	91.29%	38.78%	87.33%	22.71%	94.65%	7.28%	86.93%	90.05%	314


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
);