Data Sources

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1. Historical Stock Data

• [x] Open, High, Low, Close Prices: Daily, weekly, or monthly prices.
• [x] Volume: Number of shares traded.
• [x] Adjusted Close: Accounts for dividends, splits, etc.
• [x] Price Movements: Percentage changes in stock price (daily returns, volatility).

2. Technical Indicators

• [x] Moving Averages: Simple Moving Average (SMA), Exponential Moving Average (EMA).
• [x] Relative Strength Index (RSI): Measures overbought or oversold conditions.
• [x] Moving Average Convergence Divergence (MACD): Trend-following momentum indicator.
• [x] Bollinger Bands: Indicates price volatility and overbought/oversold conditions.

3. Market Data

• [x] Index Data: S&P 500, NASDAQ, or other relevant market indexes.
• [x] Sector Performance: How the stock’s sector is performing.
• [x] Bond Yields: Changes in interest rates can affect stock prices.

4. Fundamental Data

• [x] Earnings Per Share (EPS): Company’s profitability.
• [x] Price-to-Earnings Ratio (P/E): Stock valuation metric.
• [x] Revenue Growth: Historical and projected company revenue.
• [x] Dividends: Dividend yield or changes in dividend policy.

5. Macroeconomic Indicators

• [x] Interest Rates: Federal Reserve rates, yield curve data.
• [x] Inflation: Consumer Price Index (CPI) or Producer Price Index (PPI).
• [x] Unemployment Rate: Affects consumer spending and market sentiment.
• [x] Gross Domestic Product (GDP): Overall economic health.

6. Sentiment Data

• [ ] News Sentiment: Positive or negative news articles related to the company.
• [ ] Social Media Sentiment: Twitter, Reddit, or other platforms.

7. Event Data

• [x] Earnings Reports: Quarterly financial results.
• [x] Mergers and Acquisitions: Corporate events affecting stock prices.
• [x] Dividends Announcements: Changes in payout schedules.

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Historical Stock Data + Market Data + Fundamental Data + Macro + Events: yFinance package Code: Link Sample: Link

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Link 1) Exponential Moving Average: EMA = (K × (C - P)) + P

Where:

• C = Current Price
• P = Previous period's EMA
• K = Smoothing constant (2 / (N + 1))
• N = Number of periods

2) Simple Moving Aaverage: $$ SMA = \frac{\sum_{i=1}^{n} P_i}{n} $$

Where:

• ( P_i ) represents the price of an asset at period ( i )
• ( n ) is the number of periods in the calculation

Ex: $$ SMA = \frac{20 + 22 + 24 + 25 + 23}{5} = \frac{114}{5} = 22.8 $$

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RSI

$$ RSI = 100 - \frac{100}{1 + RS} $$

Where:

• RS (Relative Strength) = Average Gain / Average Loss

The standard lookback period is 14, but this can be adjusted.

Interpretation

• RSI oscillates between 0 and 100.
• Readings above 70 generally indicate overbought conditions.
• Readings below 30 generally indicate oversold conditions.
• 50 is considered neutral.

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MACD

$$MACD Line = 12-period EMA - 26-period EMA$$

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Bollinger Bands

• Middle Band = 20-day simple moving average (SMA)
• Upper Band = 20-day SMA + (20-day standard deviation of price x 2)
• Lower Band = 20-day SMA - (20-day standard deviation of price x 2)