Stock Data Transform Example Notebook

Signals
1

Hi. Here is a colab notebook with some examples of different transforms you can do with stock data.

They are mostly technical indicators using open, high, low. close, volume (OHLCV). I’m using ta-lib
to calculate the indicators wherever I can. I also added some graphs where I thought they would be helpful.

Now for the disclaimers. In no way is this list exhaustive. I am not claiming everything here is 100% correct. Trust but verify. There is no explanation of the different indicators, that’s up to you. Will these build a good model, maybe but maybe not. As always, start with good clean data. Garbage in, garbage out.

I want to send a huge thank you to @jrai and @jrb for their weekly signals clubhouse/twitch chats as well as @arbitrage for daily scores and chill/office hours. I’ve learned a tremendous amount from those talks. Signals crew for life.

13 Likes
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Hi, thanks very much for your sharing, I noticed one point, ‘adj_close’ is not the same scale as open, high, low because open,high,low,close columns are not adjusted, so be careful if you want to make features which are calculated by close & OHL;
By the way, is there any link that I can find 'their weekly signals clubhouse/twitch chats? thanks in advance!