ML-Markets-VIP

Scraping news sources and extracting feature vectors to identify correlation between news sentiment and market performance.

For Georgia Tech's Machine Learning for Finance VIP. Authors: Henry Zhang, Priyanshu Mehta, Giovanni Hsu, Vic Wang, Rachel Yuh, Randall Bevan, Jessica Ly

Data sources:

Stock rating:

1. Analyst ratings: https://www.nasdaq.com/market-activity/quotes/analyst-research
2. Earnings calendar and surprise: https://www.thestreet.com/markets
3. Daily stock ratings: https://www.tipranks.com/screener/stock-ratings
4. Analyst ratings explained: https://stockanalysis.com/article/analyst-ratings-explained/
5. Expert advice hedge algorithm: https://www.cs.princeton.edu/~rlivni/cos511/lectures/lect18.pdf
6. https://finance.yahoo.com/ (Homepage)
7. https://finance.yahoo.com/quote/%5EGSPC?p=%5EGSPC (S&P)
8. https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC (Historical Data)
9. https://seekingalpha.com/etfs-and-funds/etf-tables/key_markets
10. https://stocktwits.com/rankings/trending
11. https://www.tradingview.com/markets/#stocks
12. https://www.tradingview.com/chart/ (Has analyst ratings and Technical ratings)
13. https://www.tradingview.com/economic-calendar/ (Future events. Might be useful.)
14. https://www.fool.com/investing/top-stocks-to-buy-and-hold/ (Monthly top stocks to buy)
15. https://www.zacks.com/
16. https://www.tipranks.com/screener/top-smart-score-stocks
17. https://www.barrons.com/market-data/stocks/stock-picks?mod=BOL_TOPNAV

Stock data:

1. AlphaVantage https://www.alphavantage.co/
2. Yahoo Finance https://github.com/ranaroussi/yfinance
3. Alpaca https://github.com/alpacahq/alpaca-trade-api-python