Everything described on README & writeup files, in both general directory & Massive Track directory.
We extensively used the provided Databento API in our systematic track strategy. Databento provides high accuracy & throughput data access to L3 order book data. We take advantage of this granularity with our strategy. We directly examine the order book structure to determine if there is heavy directional movement on a product's book that is caused by whales off/on-loading a large number of shares.
We greatly enjoyed the Massive 8-K challenge. Since our strategy trades on the biotech industry, the inclusion of 8-K filings as a data source allowed us to gain access to critical clinical trial results and information. This acted as a strong signal for large movements in small-cap biotechs.
Built With
- backtesting
- databento
- jev
- jupyter
- llm
- massive-api
- matplotlib
- nasa-firms
- numpy
- openstreetmap
- options-trading
- pandas
- python
- quantitative-finance
- satellite-data
- sec-edgar
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