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

Value Strategy 1

@kaggle.preetviradiya_algorithmic_trading_dataset.value_strategy_1

14.16 KB
51 rows
14 columns

ticker Ticker	price Price	price_to_earnings_ratio Price-to-Earnings Ratio	pe_percentile PE Percentile	price_to_book_ratio Price-to-Book Ratio	pb_percentile PB Percentile	price_to_sales_ratio Price-to-Sales Ratio	ps_percentile PS Percentile	ev_ebitda EV/EBITDA	ev_ebitda_percentile EV/EBITDA Percentile	ev_gp EV/GP	ev_gp_percentile EV/GP Percentile	value_score Value Score	number_of_shares_to_buy Number Of Shares To Buy
UNM	$29.04	7.77	13.3%	0.56	8.7%	0.46	2.2%	3.6	4.8%	0.43	1.0%	6.0%	83358
MCK	$195.80	-7.06	9.9%	-1507.2	0.4%	0.13	1.0%	7.57	9.3%	2.61	10.5%	6.2%	12363
AIV	$7.04	-76.61	2.4%	2.03	29.9%	-31.76	0.2%	-44.29	0.8%	-53.16	0.6%	6.8%	343852
AIG	$48.50	-11.09	8.7%	0.67	9.1%	0.96	8.5%	6.09	6.5%	0.94	2.6%	7.1%	49911
L	$56.64	-409.9	0.4%	0.88	9.9%	1.04	9.9%	8.29	13.5%	1.02	2.8%	7.3%	42738
HFC	$34.20	-35.78	4.8%	1.02	11.2%	0.48	2.6%	8.29	13.7%	2.82	11.7%	8.8%	70781
AAL	$22.54	-1.51	11.9%	-1.75	8.3%	1.09	10.3%	-3.82	3.8%	3.18	14.3%	9.7%	107396
ABC	$117.80	-6.39	10.3%	-87.96	1.0%	0.12	0.8%	8.51	15.2%	4.3	21.2%	9.7%	20549
HPQ	$31.10	11.43	18.4%	-11.28	3.2%	0.61	4.2%	8.2	12.7%	3.27	14.7%	10.6%	77836
ALL	$138.23	12.05	19.2%	1.65	20.4%	0.88	7.3%	2.49	4.2%	0.84	2.2%	10.7%	17512


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
);