Wrote a scraper for stock prices, what do I do with the data?
So, as a side project, I wrote a scraper in nodejs to scrape for stock price information for all companies on the stock market. Now, I have a wealth of stock price information.
My original plan was to write a simple moving average analyzer that tells me when averages cross above or below each other.
What else could I do with this data? Any interesting analytics I could do? Just curious to see what other hackers might do with this information.
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Say a NY Times article comes out about the american banking industry. You could track the price ripple from that back to the source article release time and check out how quickly it snowballs. You could probably actually use that over a series to find who is most influential and in what sector. That might be interesting.
The value would be to identify how Tweets from major corporate and political figures affect related stock prices. For example, how Tweets from @benbernanke affect the trading price of ETF's. The goal would be to try and identify signals that provide statistical significance as well as a lag time from when Tweet was published and stock price reaction. If we can find these arbitrage opportunities we could use an API to auto-trade based on the Tweets...
1: http://www.highcharts.com/