A personal stock market trading bot to help automate trading stocks.

Strategy: The general strategy is to predict the Z score of a stocks performance, and then determine whether it is a safe long, short, or if it is too unpredictable to touch.
The bot also predicts the Z score for the overall performance of the market for the next day. Using the recommended positions the algorithim chooses, the trading bot then goes long or short on certain stocks.
The daily breakdown of the "budget" for this is determined by the predicted Z score of the overall market performance, defaulting at a 70-30 split of long vs short positions for an average day.

Using https://alpaca.markets/ as the stock trading API

Data sets used: News articles - https://components.one/datasets/all-the-news-2-news-articles-dataset/ https://components.one/datasets/above-the-fold https://components.one/datasets/all-the-news-articles-dataset Company Data - https://www.kaggle.com/dgawlik/nyse Stock Data - https://www.kaggle.com/jacksoncrow/stock-market-dataset

Quandl codes used: AAII/AAII_SENTIMENT - AAII Investor Sentiment Data USMISERY/INDEX - United States Misery Index CASS/CFI - Cass Freight Index CASS/CTLI - Cass Truckload Linehaul Index WORLDAL/PALPROD - Primary Aluminium Production

Fred codes used: DTWEXAFEGS - Trade Weighted U.S. Dollar Index: Advanced Foreign Economies, Goods and Services DPRIME - Bank Prime Loan Rate TOTCI - Commercial and Industrial Loans, All Commercial Banks UNRATE - Unemployment Rate CONSUMER - Consumer Loans, All Commercial Banks BUSLOANS - Commercial and Industrial Loans, All Commercial Banks CCLACBW027SBOG - Consumer Loans: Credit Cards and Other Revolving Plans, All Commercial Banks STLFSI2 - St. Louis Fed Financial Stress Index PRS85006092 - Nonfarm Business Sector: Real Output Per Hour of All Persons
TCU - Capacity Utilization: Total Industry BOPGSTB - Trade Balance: Goods and Services, Balance of Payments Basis
CPIAUCSL - Consumer Price Index for All Urban Consumers: All Items in U.S. City Average
SFTPINDM114SFRBSF - San Francisco Tech Pulse WALCL - Assets: Total Assets: Total Assets (Less Eliminations from Consolidation): Wednesday Level
M1 - M1 Money Stock GOLDAMGBD228NLBM - Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars
PCEC96 - Real Personal Consumption Expenditures
DGS30 - 30-Year Treasury Constant Maturity Rate
DGS2 - 2-Year Treasury Constant Maturity Rate WPU0911 - Producer Price Index by Commodity for Pulp, Paper, and Allied Products: Wood Pulp
DJIA - Dow Jones Industrial Average SP500 - S&P 500 DEXCHUS - China / U.S. Foreign Exchange Rate
DEXUSUK - U.S. / U.K. Foreign Exchange Rate
NASDAQCOM - NASDAQ Composite Index
WILL5000PR - Wilshire 5000 Price Index
NASDAQ100 - NASDAQ 100 Index DEXSZUS - Switzerland / U.S. Foreign Exchange Rate DEXJPUS - Japan / U.S. Foreign Exchange Rate