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Re:Introduction to Zipline: A Trading Library for Python by hiou on Monday July 25, 2016 @06:48PM (#12162162)
You would probably have as much luck correlating features like whether your neighbors kid was at the bus stop or had to run to catch it each day and the amount of times your neighbor complained about someone not cleaning up their dog's poop that week. Bullshit random edge case features don't get any better or worse if they come from the internet.

In regular trading(algorithmic or not) you really need some non-trivial insight that for some reason no one else will have.

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