What about Crawling Trump's Tweets and Make it to a Trading Algo?
2017-02-09
Since Twitter has open api and Trump has been dramatically influencing the US stock market for quite some months. I will search if there’re already people doing the identical thing and if not try do write a draft notebook on it. (To be continued.)
Update:
Alright… See this Github repository trump2cash. I have to agree the author did a great job and es tot mir leid that this is eactly what I was about to do. I also noticed that he used a less famous online broker “TradeKing” in U.S., which allows Python API trading. This is something I was missing in my plan. All I knew before this trump2cash project are Interactive Broker and Quantopian Zipline framework.
| Time | Trade | Value | Return | Annualized |
|---|---|---|---|---|
| Initial | - | $100,000.00 | - | - |
| 12/6/2016 8:52 AM | BA⬊ | $99,904.05 | -0.096% | - |
| 12/22/2016 5:26 PM | BA⬊ | $99,904.05 | -0.096% | -2.166% |
| 1/3/2017 7:30 AM | GM⬊ | $99,904.05 | -0.096% | -1.289% |
| 1/3/2017 11:44 AM | F⬈ | $101,333.52 | 1.334% | 18.849% |
| 1/4/2017 8:19 AM | F⬈ | $105,950.59 | 5.951% | 112.442% |
| 1/5/2017 1:14 PM | TM⬊ | $106,534.52 | 6.535% | 116.006% |
| 1/9/2017 9:14 AM | FCAU⬈ | $106,729.63 | 6.730% | 101.209% |
| 1/9/2017 9:16 AM | F⬈ | $106,729.63 | 6.730% | 101.209% |
| 1/9/2017 9:16 AM | FCAU⬈ | $106,729.63 | 6.730% | 101.209% |
| 1/17/2017 12:55 PM | GM⬈ | $106,508.94 | 6.509% | 72.981% |
| 1/17/2017 12:55 PM | WMT⬈ | $106,488.57 | 6.489% | 72.694% |
| 1/17/2017 12:55 PM | STT⬈ | $106,053.96 | 6.054% | 66.664% |
| 1/18/2017 7:34 AM | F⬊ | $106,053.96 | 6.054% | 66.664% |
| 1/18/2017 7:34 AM | GM⬊ | $106,053.96 | 6.054% | 66.664% |
| 1/18/2017 7:34 AM | LMT⬊ | $106,053.96 | 6.054% | 66.664% |
| 1/18/2017 8:00 AM | BLK⬈ | $106,945.01 | 6.945% | 79.233% |
| 1/24/2017 12:49 PM | TRP⬊ | $107,069.96 | 7.070% | 66.339% |
| 1/24/2017 7:46 PM | F⬈ | $107,069.96 | 7.070% | 66.339% |
| 1/24/2017 7:46 PM | GM⬈ | $107,069.96 | 7.070% | 66.339% |
| 1/30/2017 7:16 AM | DAL⬊ | $107,069.96 | 7.070% | 58.683% |