[Trading] Stock Trading Using Brokerage API
Develop a Korean stock trading strategy using various data provided by a brokerage API for stock selection and trading decisions.
Objective
Develop a trading strategy for the Korean stock market using diverse data provided by a brokerage API. The strategy will leverage real-time data to identify patterns and make informed trading decisions, focusing on a closing price betting strategy.
Data Overview
The brokerage API provides a wide range of real-time data, including:
Price Data: Minute, tick, and daily candlestick data for individual stocks.
Program Trading Data: Volume of program (algorithmic) buying and selling.
Investor Activity: Buying and selling trends by investor type (institutions, foreigners, individuals).
Brokerage Activity: Buying and selling trends by different brokerages.
Additional Data: After-hours trading data, sector/thematic trends, and more.
Trading Strategy: Closing Price Betting
The closing price betting strategy involves:
Buying stocks near the market close.
Selling them the next day near the opening price or during the early trading session.
Hypotheses
The strategy is based on the following hypotheses:
Upward Trend: Stocks showing a consistent upward trend in minute-level candlesticks during the day are likely to perform strongly the next day.
Program Buying: Stocks with strong algorithmic (program) buying activity during the day are likely to perform strongly the next day.
Institutional and Foreign Buying: Stocks with strong buying activity by institutions and foreigners during the day are likely to perform strongly the next day.
After-Hours Trading: Stocks that do not show weakness in after-hours trading are likely to perform strongly the next day.
Sector/Thematic Focus: All selected stocks must belong to sectors or themes currently receiving market attention.