Polling JSE market data

[Hamster]

@hamster.

Would you be open for the possibility of helping me getting that bloomberg data displays using say: http://www.highcharts.com/

Since form what I read on http://www.highcharts.com/ is that they give you the charting software, but you will need to feed your own data and me being a front end fundi I am at a bit of lost when it comes to how to pull in data.

This is for my personal website ( I have someone else going atm that I am building there, but would like to use the beauty of http://www.highcharts.com/ with actual data. ) Let me finish this site of mine as it is then I will pm you the link to see what I mean, if that is okey with you?

I'll guide you, sure, but all you really need to do is pull that feed data (AJAX request) and eval the response data (since it is JSON it will be converted into a JS object). Last time I did this was with prototype.js almost 8 years ago so things may have become a lot easier. JQuery possibly does the eval automagically for you in these days.

 

[Thor]

I'll guide you, sure, but all you really need to do is pull that feed data (AJAX request) and eval the response data (since it is JSON it will be converted into a JS object). Last time I did this was with prototype.js almost 8 years ago so things may have become a lot easier. JQuery possibly does the eval automagically for you in these days.

I love you.

I'll do my best to wrap up my site tonight then I will send you a pm with examples and questions and then you can have a look whenever you have time, no rush.

 

[yeldoom]

I love you (Hamster)

Manga inspired

 

[zippy]

I've been scraping FTSE 500 data off the yahoo uk finance site for about 6 months with Python every week. Put a 2 minute sleep between calls so that they don't get stressed. Gets the all the key stats for each share. Cron'd it to run at 2am Sunday. I also grab the indexes so that also a comparison on how each stock price is changing compared to the index.

 

[Thor]

I've been scraping FTSE 500 data off the yahoo uk finance site for about 6 months with Python every week. Put a 2 minute sleep between calls so that they don't get stressed. Gets the all the key stats for each share. Cron'd it to run at 2am Sunday. I also grab the indexes so that also a comparison on how each stock price is changing compared to the index.

I have so much to learn

 

[Messugga]

I've been scraping FTSE 500 data off the yahoo uk finance site for about 6 months with Python every week. Put a 2 minute sleep between calls so that they don't get stressed. Gets the all the key stats for each share. Cron'd it to run at 2am Sunday. I also grab the indexes so that also a comparison on how each stock price is changing compared to the index.

Mind sharing your code? I've been wanting to write my own scraper but I'm super rusty with Python so could use some working code as a guideline.

 

[zippy]

Mind sharing your code? I've been wanting to write my own scraper but I'm super rusty with Python so could use some working code as a guideline.

https://pythonprogramming.net/python-fundamental-investing/

Too much code to post here. Check this link out. I used this method.

 

[cguy]

As a matter of interest, what are those who are downloading this information actually doing with it? Are you trading successfully on it? Doing some technical analysis? Anything more sophisticated?

 

[zippy]

As a matter of interest, what are those who are downloading this information actually doing with it? Are you trading successfully on it? Doing some technical analysis? Anything more sophisticated?

I am messing around with the python scikit-learn libraries. Not for any meaningful purpose other than to "see what it does" for now at least

 

[Hamster]

As a matter of interest, what are those who are downloading this information actually doing with it? Are you trading successfully on it? Doing some technical analysis? Anything more sophisticated?

I used the app for 2 min and closed it

 

[Messugga]

As a matter of interest, what are those who are downloading this information actually doing with it? Are you trading successfully on it? Doing some technical analysis? Anything more sophisticated?

I'm playing around with Hadoop Spark and a neural network which will have, amongst other things, this data as an input. I also integrate with some other data sources, but the more the merrier.

Doing some stats models as well, but I haven't done much of that since my undergraduate, so it's a bit of a learning curve.

End game is to try some automatic trading.

 

[Pho3nix]

I'm playing around with Hadoop Spark and a neural network which will have, amongst other things, this data as an input. I also integrate with some other data sources, but the more the merrier.

Doing some stats models as well, but I haven't done much of that since my undergraduate, so it's a bit of a learning curve.

End game is to try some automatic trading.

Fancy.. Details on your plan around this.
Playing around with Hadoop lately

 

[Messugga]

Fancy.. Details on your plan around this.
Playing around with Hadoop lately

It's relatively early days but I've found myself taking a liking to quantitative analysis and big data. And since I'm familiar with investment banking, I couldn't think of a better environment to experiment.

Essentially, I'm building my own algorithmic trading system. There are plenty of companies around that does purely this.

I'll write something more detailed up on the weekend if I remember. There are tons of resources available online though.

 

[Pho3nix]

It's relatively early days but I've found myself taking a liking to quantitative analysis and big data. And since I'm familiar with investment banking, I couldn't think of a better environment to experiment.

Essentially, I'm building my own algorithmic trading system. There are plenty of companies around that does purely this.

I'll write something more detailed up on the weekend if I remember. There are tons of resources available online though.

Would appreciate it if you have the time
Thanks.

 

[cguy]

It's relatively early days but I've found myself taking a liking to quantitative analysis and big data. And since I'm familiar with investment banking, I couldn't think of a better environment to experiment.

Essentially, I'm building my own algorithmic trading system. There are plenty of companies around that does purely this.

I'll write something more detailed up on the weekend if I remember. There are tons of resources available online though.

Good luck, but be careful - I know what goes into a working system, and it is pretty hard to compete.

 

[Messugga]

Good luck, but be careful - I know what goes into a working system, and it is pretty hard to compete.

It's just an experiment for myself at this point. I found myself not getting the mental stimulation I needed, so I decided to do something difficult.

 

[cguy]

It's just an experiment for myself at this point. I found myself not getting the mental stimulation I needed, so I decided to do something difficult.

Well, it's definitely a hard project - for me it was enlightening to discover how hard it is to predict the market successfully. You actually have to both predict and react to something first to cash in on it, which means some pretty exotic ML.

 

[Messugga]

Well, it's definitely a hard project - for me it was enlightening to discover how hard it is to predict the market successfully. You actually have to both predict and react to something first to cash in on it, which means some pretty exotic ML.

We'll see how it turns out! If it was easy, anyone could do it. And my primary purpose is to learn something new. Anything else is an additional benefit.

 

[zippy]

Well, it's definitely a hard project - for me it was enlightening to discover how hard it is to predict the market successfully. You actually have to both predict and react to something first to cash in on it, which means some pretty exotic ML.

There are some projects which try to measure sentiment in a stock together with looking at the traditional company stats like P/E ratio, leverage etc. For example analysing what could happen to Disney stock because Johnny Depp now has restraint order for alegedly abusing his wife. So not just reacting to the possibility of a backlash against Disney as a family orientated brand, but measuring reaction and trying make an accurate prediction on how this will affect Disney revenue if at all. And doing so without introducing own bias.

It's clear that stock prices are driven by more than a company's actual value or even the value of their brands or even their patents, but also so by perception. So need to do more than focus on stats if you want to predict the market. And you have to do across many companies.

So you need algorithms which can analyse social media as well as traditional media. A fun challenge

 

[Solarion]

Have a gander at these two. If I had time I would try and put something together.

http://www.jarloo.com/google-stock-api/
http://csharphelper.com/blog/2015/01/get-stock-prices-from-the-internet-in-c/