Equity Trading Signal, U.S. Banking Sector: An Event-Driven Strategy

The banking industry is the backbone of the capital market, households and real business sectors. In this talk, we'll explore how to link to the Federal Reserve API (free) to obtain macroeconomic factors such as bank interest rates, unemployment rates and inflation rates. The data from the API will be combined data from Wolfram's FinancialData connection mechanism.

You'll see how an API connection can be seamlessly embedded in native Wolfram Language workflows in a single, unified notebook. You'll be able to adapt the resulting notebook to look at other events, sectors and other keywords for textual analysis insights.

This talk is relevant for anyone interested in understanding event triggers and equity returns and how tools like Wolfram's FinancialData and API integration will help you automate that workflow and facilitate signal generation. Prior experience of using Wolfram Language is advantageous but not a requirement. New users and beginners are very welcome to join and will get value from the session.