Skip to content
This repository has been archived by the owner on Jun 3, 2023. It is now read-only.

Commit

Permalink
Add new market data and re-run benchmark.
Browse files Browse the repository at this point in the history 
Also remove some obsolete market data.
  • Loading branch information
@maxbbraun
maxbbraun committed Mar 25, 2017
1 parent 117f406 commit f69f12d
Show file tree
Hide file tree
Showing 6 changed files with 982 additions and 434 deletions.
113 changes: 85 additions & 28 deletions benchmark.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -223,6 +223,22 @@ Ticker | Exchange | Price @ tweet | Price @ close | Gain
F | New York Stock Exchange | $12.84 | $12.64 | -1.558%
FCAU | New York Stock Exchange | $10.57 | $10.57 | 0.000%

##### [1/16/2017 8:42 PM (Monday)](https://twitter.com/realDonaldTrump/status/821170750983995392)

> "@levisteveholt: @realDonaldTrump I appreciate your use of Twitter to keep us informed and maintain transparency." Very dishonest media!
*Strategy*

Company | Root | Sentiment | Strategy | Reason
--------|------|-----------|----------|-------
Twitter | - | 0 :neutral_face: | hold | market closed

*Performance*

Ticker | Exchange | Price @ tweet | Price @ close | Gain
-------|----------|---------------|---------------|-----
TWTR | New York Stock Exchange | - | - | 0.000%

##### [1/17/2017 12:55 PM (Tuesday)](https://twitter.com/realDonaldTrump/status/821415698278875137)

> Thank you to General Motors and Walmart for starting the big jobs push back into the U.S.!
Expand Down Expand Up @@ -283,19 +299,19 @@ PNC | New York Stock Exchange | $113.97 | $116.32 | 2.062%

##### [1/24/2017 12:49 PM (Tuesday)](https://twitter.com/realDonaldTrump/status/823950814163140609)

> Signing orders to move forward with the construction of the Keystone XL and Dakota Access pipelines in the Oval Off… https://t.co/aOxmfO0vOK
> Signing orders to move forward with the construction of the Keystone XL and Dakota Access pipelines in the Oval Office. https://t.co/OErGmbBvYK
*Strategy*

Company | Root | Sentiment | Strategy | Reason
--------|------|-----------|----------|-------
Keystone Pipeline | TransCanada Corporation | -0.1 :thumbsdown: | bear | negative sentiment
Keystone Pipeline | TransCanada Corporation | 0 :neutral_face: | hold | neutral sentiment

*Performance*

Ticker | Exchange | Price @ tweet | Price @ close | Gain
-------|----------|---------------|---------------|-----
TRP | New York Stock Exchange | $48.93 | $48.87 | 0.123%
TRP | New York Stock Exchange | - | - | 0.000%

##### [1/24/2017 7:46 PM (Tuesday)](https://twitter.com/realDonaldTrump/status/824055927200423936)

Expand Down Expand Up @@ -365,13 +381,13 @@ JWN | New York Stock Exchange | $42.64 | $44.53 | -4.244%

##### [2/8/2017 2:22 PM (Wednesday)](https://twitter.com/realDonaldTrump/status/829410107406614534)

> Thank you Brian Krzanich, CEO of @Intel. A great investment ($7 BILLION) in American INNOVATION and JOBS!… https://t.co/oicfDsPKHQ
> Thank you Brian Krzanich, CEO of @Intel. A great investment ($7 BILLION) in American INNOVATION and JOBS! #AmericaFirst🇺🇸 https://t.co/76lAiSSQ1l
*Strategy*

Company | Root | Sentiment | Strategy | Reason
--------|------|-----------|----------|-------
Intel | - | 0.8 :thumbsup: | bull | positive sentiment
Intel | - | 0.6 :thumbsup: | bull | positive sentiment

*Performance*

Expand Down Expand Up @@ -515,6 +531,42 @@ BLK | New York Stock Exchange | - | - | 0.000%
PNC | New York Stock Exchange | - | - | 0.000%
STT | New York Stock Exchange | - | - | 0.000%

##### [3/22/2017 9:03 PM (Wednesday)](https://twitter.com/realDonaldTrump/status/844716149828993025)

> RT @mitchellvii: EXACTLY AS I SAID - House Intel Chair: We Cannot Rule Out Sr. Obama Officials Were Involved in Trump Surveillance https://…
*Strategy*

Company | Root | Sentiment | Strategy | Reason
--------|------|-----------|----------|-------
Intel | - | 0.2 :thumbsup: | hold | market closed

*Performance*

Ticker | Exchange | Price @ tweet | Price @ close | Gain
-------|----------|---------------|---------------|-----
INTC | NASDAQ | - | - | 0.000%

##### [3/24/2017 1:59 PM (Friday)](https://twitter.com/realDonaldTrump/status/845334323045765121)

> Today, I was thrilled to announce a commitment of $25 BILLION & 20K AMERICAN JOBS over the next 4 years. THANK YOU Charter Communications! https://t.co/PLxUmXVl0h
*Strategy*

Company | Root | Sentiment | Strategy | Reason
--------|------|-----------|----------|-------
Charter Communications | - | 0.6 :thumbsup: | bull | positive sentiment
Charter Communications | Berkshire Hathaway | 0.6 :thumbsup: | bull | positive sentiment
Charter Communications | Berkshire Hathaway | 0.6 :thumbsup: | bull | positive sentiment

*Performance*

Ticker | Exchange | Price @ tweet | Price @ close | Gain
-------|----------|---------------|---------------|-----
CHTR | NASDAQ | $326.01 | $325.35 | -0.202%
BRK.A | New York Stock Exchange | $253,710.00 | $252,301.00 | -0.555%
BRK.B | New York Stock Exchange | $169.17 | $168.66 | -0.301%

### Fund simulation

This is how an initial investment of $100,000.00 would have grown, including fees of 2 × $4.95 per pair of orders. Bold means that the data was used to trade.
Expand Down Expand Up @@ -542,6 +594,7 @@ Time | Trade | Gain | Value | Return | Annualized
**1/9/2017 9:14 AM** | **FCAU :thumbsup:** | 0.190% | $106,704.26 | 6.704% | 100.696%
1/9/2017 9:16 AM | F :thumbsup: | -1.558% | $106,704.26 | 6.704% | 100.696%
1/9/2017 9:16 AM | FCAU :thumbsup: | 0.000% | $106,704.26 | 6.704% | 100.696%
1/16/2017 8:42 PM | TWTR :neutral_face: | 0.000% | $106,704.26 | 6.704% | 78.191%
**1/17/2017 12:55 PM** | **GM :thumbsup:** | -0.613% | $106,478.62 | 6.479% | 72.553%
**1/17/2017 12:55 PM** | **WMT :thumbsup:** | -0.044% | $106,453.30 | 6.453% | 72.197%
**1/17/2017 12:55 PM** | **STT :thumbsup:** | -1.219% | $106,014.73 | 6.015% | 66.129%
Expand All @@ -550,26 +603,30 @@ Time | Trade | Gain | Value | Return | Annualized
1/18/2017 7:34 AM | LMT :thumbsdown: | 0.000% | $106,014.73 | 6.015% | 66.129%
**1/18/2017 8:00 AM** | **BLK :thumbsup:** | 0.854% | $106,452.83 | 6.453% | 72.190%
**1/18/2017 8:00 AM** | **PNC :thumbsup:** | 2.062% | $107,523.93 | 7.524% | 87.843%
**1/24/2017 12:49 PM** | **TRP :thumbsdown:** | 0.123% | $107,644.65 | 7.645% | 73.106%
1/24/2017 7:46 PM | F :thumbsup: | 0.000% | $107,644.65 | 7.645% | 73.106%
1/24/2017 7:46 PM | GM :thumbsup: | 0.000% | $107,644.65 | 7.645% | 73.106%
1/28/2017 10:42 AM | ROK :thumbsup: | 0.000% | $107,644.65 | 7.645% | 66.083%
1/30/2017 7:16 AM | DAL :thumbsdown: | 0.000% | $107,644.65 | 7.645% | 64.530%
**2/8/2017 10:51 AM** | **JWN :thumbsdown:** | -4.244% | $102,907.86 | 2.908% | 17.759%
2/8/2017 2:22 PM | INTC :thumbsup: | 0.110% | $102,907.86 | 2.908% | 17.759%
2/11/2017 8:24 AM | LMT :neutral_face: | 0.000% | $102,907.86 | 2.908% | 17.178%
2/14/2017 5:50 PM | HUM :neutral_face: | 0.000% | $102,907.86 | 2.908% | 16.121%
2/15/2017 4:34 PM | AET :thumbsdown: | 0.000% | $102,907.86 | 2.908% | 15.877%
2/17/2017 6:38 AM | BA :thumbsup: | 0.000% | $102,907.86 | 2.908% | 15.640%
3/6/2017 4:19 PM | XOM :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 4:19 PM | BLK :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 4:19 PM | PNC :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 4:19 PM | STT :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:49 PM | XOM :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:49 PM | BLK :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:49 PM | PNC :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:49 PM | STT :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:50 PM | XOM :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:50 PM | BLK :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:50 PM | PNC :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
3/6/2017 10:50 PM | STT :thumbsup: | 0.000% | $102,907.86 | 2.908% | 12.327%
1/24/2017 12:49 PM | TRP :neutral_face: | 0.000% | $107,523.93 | 7.524% | 71.665%
1/24/2017 7:46 PM | F :thumbsup: | 0.000% | $107,523.93 | 7.524% | 71.665%
1/24/2017 7:46 PM | GM :thumbsup: | 0.000% | $107,523.93 | 7.524% | 71.665%
1/28/2017 10:42 AM | ROK :thumbsup: | 0.000% | $107,523.93 | 7.524% | 64.805%
1/30/2017 7:16 AM | DAL :thumbsdown: | 0.000% | $107,523.93 | 7.524% | 63.287%
**2/8/2017 10:51 AM** | **JWN :thumbsdown:** | -4.244% | $102,792.81 | 2.793% | 17.011%
2/8/2017 2:22 PM | INTC :thumbsup: | 0.110% | $102,792.81 | 2.793% | 17.011%
2/11/2017 8:24 AM | LMT :neutral_face: | 0.000% | $102,792.81 | 2.793% | 16.455%
2/14/2017 5:50 PM | HUM :neutral_face: | 0.000% | $102,792.81 | 2.793% | 15.446%
2/15/2017 4:34 PM | AET :thumbsdown: | 0.000% | $102,792.81 | 2.793% | 15.212%
2/17/2017 6:38 AM | BA :thumbsup: | 0.000% | $102,792.81 | 2.793% | 14.986%
3/6/2017 4:19 PM | XOM :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 4:19 PM | BLK :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 4:19 PM | PNC :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 4:19 PM | STT :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:49 PM | XOM :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:49 PM | BLK :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:49 PM | PNC :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:49 PM | STT :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:50 PM | XOM :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:50 PM | BLK :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:50 PM | PNC :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/6/2017 10:50 PM | STT :thumbsup: | 0.000% | $102,792.81 | 2.793% | 11.819%
3/22/2017 9:03 PM | INTC :thumbsup: | 0.000% | $102,792.81 | 2.793% | 9.949%
**3/24/2017 1:59 PM** | **CHTR :thumbsup:** | -0.202% | $102,714.27 | 2.714% | 9.473%
3/24/2017 1:59 PM | BRK.A :thumbsup: | -0.555% | $102,714.27 | 2.714% | 9.473%
**3/24/2017 1:59 PM** | **BRK.B :thumbsup:** | -0.301% | $102,602.37 | 2.602% | 9.071%
128 changes: 128 additions & 0 deletions market_data/BRK.A_20170324.txt
View file
Original file line number Diff line number Diff line change
@@ -0,0 +1,128 @@
<ticker>,<date>,<open>,<high>,<low>,<close>,<vol>
BRK.A,201703240932,255440,255440,255440,255440,5
BRK.A,201703240940,255000,255000,255000,255000,1
BRK.A,201703240942,254730,254730,254730,254730,1
BRK.A,201703240945,254920,254920,254920,254920,1
BRK.A,201703240946,254670,254670,254670,254670,1
BRK.A,201703240955,254980,254980,254980,254980,1
BRK.A,201703241005,255060,255060,255060,255060,1
BRK.A,201703241007,255000,255000,255000,255000,1
BRK.A,201703241008,255000,255000,255000,255000,2
BRK.A,201703241009,254980,254980,254980,254980,1
BRK.A,201703241015,254840,254840,254840,254840,1
BRK.A,201703241016,254810,254810,254800,254800,3
BRK.A,201703241023,254797,254797,254797,254797,1
BRK.A,201703241025,254660,254660,254660,254660,1
BRK.A,201703241027,254600,254660,254600,254660,5
BRK.A,201703241029,254800,254800,254800,254800,1
BRK.A,201703241030,254750,254820,254750,254790,3
BRK.A,201703241032,254760,254760,254760,254760,2
BRK.A,201703241033,254820,254820,254820,254820,1
BRK.A,201703241034,254805,254810,254725,254725,5
BRK.A,201703241047,254700,254700,254700,254700,2
BRK.A,201703241048,254680,254691,254680,254691,2
BRK.A,201703241049,254520,254520,254520,254520,1
BRK.A,201703241051,254490,254490,254490,254490,2
BRK.A,201703241052,254486.09,254486.09,254455,254455,3
BRK.A,201703241053,254450.5,254450.5,254450.5,254450.5,2
BRK.A,201703241054,254510,254523,254000,254000,7
BRK.A,201703241055,254522,254522,254520,254520,2
BRK.A,201703241056,254630.2,254800,254630.2,254800,3
BRK.A,201703241058,254810,254840,254800,254840,4
BRK.A,201703241059,254828,254828,254828,254828,1
BRK.A,201703241104,254780,254780,254780,254780,4
BRK.A,201703241108,254890,254954.7,254890,254954,9
BRK.A,201703241109,254990,255050.5,254990,255050.5,6
BRK.A,201703241110,255052.73,255052.73,255052.73,255052.73,1
BRK.A,201703241112,255210,255220,255130,255130,3
BRK.A,201703241113,255100,255100,255100,255100,1
BRK.A,201703241114,255110,255200,255110,255200,3
BRK.A,201703241117,255200,255200,255200,255200,3
BRK.A,201703241124,255130,255130,254800,254800,3
BRK.A,201703241126,255220,255220,254731.23,255116.08,6
BRK.A,201703241129,255140,255160,255140,255160,3
BRK.A,201703241130,255200,255200,255200,255200,5
BRK.A,201703241132,255173.7,255173.7,255173.7,255173.7,2
BRK.A,201703241137,255230,255230,255230,255230,1
BRK.A,201703241146,255180,255180,255180,255180,1
BRK.A,201703241159,255325,255325,255325,255325,1
BRK.A,201703241204,255332.5,255332.5,255332.5,255332.5,2
BRK.A,201703241208,255350,255350,255350,255350,1
BRK.A,201703241211,255070,255070,255070,255070,1
BRK.A,201703241213,254880,254880,254880,254880,1
BRK.A,201703241215,254660,254660,254660,254660,1
BRK.A,201703241216,254656.4,254656.4,254656.4,254656.4,1
BRK.A,201703241218,254643,254643,254643,254643,1
BRK.A,201703241221,254290,254290,254290,254290,1
BRK.A,201703241224,254460.2,254460.2,254320,254320,3
BRK.A,201703241244,254930,254930,254930,254930,1
BRK.A,201703241248,254930,254930,254930,254930,2
BRK.A,201703241249,255000,255000,255000,255000,1
BRK.A,201703241252,254770,254770,254770,254770,2
BRK.A,201703241253,254770.7,254870,254770.7,254870,3
BRK.A,201703241255,254770,254770,254770,254770,1
BRK.A,201703241259,254600.2,254600.2,254600.2,254600.2,2
BRK.A,201703241302,254660,254660,254660,254660,2
BRK.A,201703241308,254515,254515,254515,254515,1
BRK.A,201703241312,254340,254340,254340,254340,1
BRK.A,201703241313,254200,254200,254180,254180,2
BRK.A,201703241314,254178.2,254178.2,254178.2,254178.2,2
BRK.A,201703241330,254390,254390,254390,254390,1
BRK.A,201703241331,254394.29,254394.29,254394.29,254394.29,2
BRK.A,201703241336,254190,254190,254190,254190,1
BRK.A,201703241338,254260,254260,254260,254260,1
BRK.A,201703241345,254340,254340,254340,254340,1
BRK.A,201703241352,254120,254120,254120,254120,1
BRK.A,201703241355,254000,254000,254000,254000,1
BRK.A,201703241357,253960,253960,253750,253750,9
BRK.A,201703241358,253820,253820,253820,253820,1
BRK.A,201703241359,253710,253710,253710,253710,2
BRK.A,201703241400,253960,253960,253960,253960,2
BRK.A,201703241408,253855,253855,253855,253855,2
BRK.A,201703241409,253780,253780,253780,253780,1
BRK.A,201703241410,253810,253810,253810,253810,1
BRK.A,201703241417,253783.94,253783.94,253783.94,253783.94,1
BRK.A,201703241423,253940,253940,253940,253940,1
BRK.A,201703241430,253740.5,253740.5,253740.5,253740.5,3
BRK.A,201703241432,253830,253830,253830,253830,1
BRK.A,201703241434,253910,253910,253910,253910,1
BRK.A,201703241438,253740,253740,253740,253740,1
BRK.A,201703241439,253700,253700,253600,253600,2
BRK.A,201703241444,253467.04,253500,253467.04,253500,3
BRK.A,201703241445,253580,253580,253580,253580,1
BRK.A,201703241447,253500,253500,253500,253500,1
BRK.A,201703241502,252660,252660,252600,252600,2
BRK.A,201703241505,252660,252715,252660,252715,2
BRK.A,201703241506,252500,252500,252470,252470,2
BRK.A,201703241507,252570,252570,252570,252570,1
BRK.A,201703241512,252600,252600,252600,252600,1
BRK.A,201703241515,252500,252500,252250,252250,3
BRK.A,201703241516,252150,252150,252150,252150,2
BRK.A,201703241518,252260,252260,252260,252260,1
BRK.A,201703241519,252200,252200,252200,252200,1
BRK.A,201703241520,252100,252100,252100,252100,1
BRK.A,201703241523,252140,252140,252140,252140,1
BRK.A,201703241524,252180,252180,252160,252180,4
BRK.A,201703241526,252169,252169,252140,252140,2
BRK.A,201703241528,252280,252280,252280,252280,1
BRK.A,201703241529,252325,252325,252325,252325,1
BRK.A,201703241530,252170,252210,252170,252210,2
BRK.A,201703241533,252125,252200,252125,252189.5,3
BRK.A,201703241534,252330,252330,252330,252330,1
BRK.A,201703241536,252350,252350,252310,252310,3
BRK.A,201703241537,252710,252930,252710,252930,2
BRK.A,201703241538,253040,253040,253040,253040,1
BRK.A,201703241539,253000,253126.19,253000,253126.19,2
BRK.A,201703241541,253400,253430,253400,253430,4
BRK.A,201703241543,253283.44,253283.44,253190,253230,5
BRK.A,201703241544,253230,253300,253230,253300,2
BRK.A,201703241548,252540,252540,252540,252540,1
BRK.A,201703241550,252900,252900,252900,252900,1
BRK.A,201703241551,253260,253260,253260,253260,1
BRK.A,201703241552,253255,253300,253240,253240,4
BRK.A,201703241553,253200,253200,253200,253200,1
BRK.A,201703241556,253340,253340,253100,253100,3
BRK.A,201703241557,252950,252980,252950,252980,2
BRK.A,201703241558,252910,252910,252910,252910,1
BRK.A,201703241559,252740,253270,252740,253040,5
BRK.A,201703241601,252301,252301,252301,252301,12
Loading

0 comments on commit f69f12d

Please sign in to comment.