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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Economic release format

There are plenty of free and paid economic release calendars available, which can be scraped for historical release data or accessed through a proprietary API. Since the focus of this section is utilizing economic release data in trading, we will skip the details of accessing historical data, but it is quite straightforward. Most common economic release calendars look like this:

Calendar CST Economic indicator Actual Previous Consensus Forecast
2019-05-03  07:30 AM Non Farm Payrolls Apr 263K 189K 185K 178K
2019-06-07  07:30 AM Non Farm Payrolls May 75K 224K 185K 190K
2019-07-05  07:30 AM Non Farm Payrolls Jun 224K 72K 160K 171K
2019-08-02  07:30 AM Non Farm Payrolls Jul 164K 193K 164K 160K

As we discussed  ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content