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algotradingsoc / data_infrastructure

Research team for data infrastructure team.
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minutes 20/11 #18

Closed kevinxuht closed 3 years ago

kevinxuht commented 3 years ago

MongoDB DataLoader - make sure to get latest version

Trading Calender format - can be based on pandas_market_calender implement method to retrieve the dates based on inputs

Cloud - not so soon, RL set up in the cluster

Next-step: (longer term project) - create an issue

  1. Look into fundamentals data reported-financials data on kaggle

Merge the labels and compare across tickers

  1. Quandl data on short interest Map from our tickers with the quandl data