Wrote a scraper for stock prices, what do I do with the data?

Re:Wrote a scraper for stock prices, what do I do with the d... by ameister14 on Wednesday November 07, 2012 @07:44PM (#4755994)

Well, the truth is that predictive behavior stuff has been done before. So, maybe you could go another way; you could use it to track influence.

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.

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Re:Wrote a scraper for stock prices, what do I do with the d... by era86 on Thursday November 08, 2012 @01:50AM (#4756746)

hmmm that sounds interesting... maybe i can get tweets or facebook updates and somehow track how social media may or may not affect stock price movements

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Re:Wrote a scraper for stock prices, what do I do with the d... by jeffreyshaw on Thursday November 08, 2012 @04:25AM (#4757059)

I'd be very interested in following this project if you go ahead with it.

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...

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Re:Wrote a scraper for stock prices, what do I do with the d... by sworddish on Thursday November 08, 2012 @12:18PM (#4758727)

me too! This idea could be very valuable!

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