APIs for Fundamental Data

Discussion in 'App Development' started by trader_vj, Mar 21, 2019.

  1. ZBZB

    ZBZB

    There is post earnings announcement drift though. It takes big money days and weeks to build a position. Google it as there are several academic papers on it.
     
    #11     Mar 22, 2019
  2. trader_vj

    trader_vj

    $50/month for one publicly available dataset? we're not talking about some alpha generating alternative dataset here. for that i'd pay thousands if not hundreds of thousands/month
     
    #12     Mar 22, 2019
  3. TheBigShort

    TheBigShort

    https://www.quandl.com/databases/SF1/documentation?anchor=exception-handling

    These guys provide a large data set (sure public information) for a low cost of $29, as @sle mentioned, quandl makes it super convenient.
    If you have a some basic programming knowledge, scrape this site https://stockrow.com/AAPL its free. You could also spend 1 day to learn the basic commands in R/Python and just use a package that scrapes yahoo (also free).

    You rarely find alpha generating data sets. It usually comes from raw public information which you then transform in house to find alpha.
     
    #13     Mar 22, 2019
    trader_vj likes this.
  4. trader_vj

    trader_vj

    i concur, that certainly makes sense
     
    #14     Mar 22, 2019
  5. ... Italian liras?

     
    #15     Mar 23, 2019