Tendie-Factory

About

Tendie-Factory is a work in progress application that seeks to track the stocks mentioned in the wallstreetbets subreddit.

Quickstart

To run this program:

1. Install Rust
2. From the tendie-factory/core directory run: cargo run.
3. Look at the portfolio allocations in portfolio.json

Goals of the project

1. Create a portfolio of stocks based on the past 24 hours of data derived from wallstreetbets.
2. Determine if any of the stocks in the portfolio need to be rotated.
3. Automate the trading of these stocks via an API.
4. Profit!

Current Behavior

Currently, the following algorithm is followed:

1. Pull the data from WSB top posts over the past day.
2. Use the Named Entity Recognition Model and Actively traded ticker symbols to parse out valid Tickers.
3. For Tickers that are mentioned, construct a portfolio of stock weights with (Mentions / Total Mentions). The program will output a JSON object with the Tickers and respective weights, for example:

[{"meta":{"symbol":"F","company_name":"Ford Motor Company Common Stock","last_sale":"$10.53","net_change":"-0.19","net_percent_change":"-1.772%","market_capitalization":"41892840101.00","country":"United States","ipo_year":"","volume":"73793177","sector":"Capital Goods","industry":"Auto Manufacturing"},"portfolio_weight":0.06666666666666667},{"meta":{"symbol":"GME","company_name":"GameStop Corporation Common Stock","last_sale":"$325.00","net_change":"131.40","net_percent_change":"67.872%","market_capitalization":"22667762000.00","country":"United States","ipo_year":"2002","volume":"50232204","sector":"Consumer Services","industry":"Electronics Distribution"},"portfolio_weight":0.5333333333333333},{"meta":{"symbol":"AMC","company_name":"AMC Entertainment Holdings Inc. Class A Common Stock","last_sale":"$13.26","net_change":"4.63","net_percent_change":"53.65%","market_capitalization":"4496112515.00","country":"","ipo_year":"2013","volume":"597863464","sector":"Consumer Services","industry":"Movies/Entertainment"},"portfolio_weight":0.2},{"meta":{"symbol":"BB","company_name":"BlackBerry Limited Common Stock","last_sale":"$14.10","net_change":"-0.55","net_percent_change":"-3.754%","market_capitalization":"7933140697.00","country":"Canada","ipo_year":"","volume":"93646479","sector":"Technology","industry":"Computer Software: Prepackaged Software"},"portfolio_weight":0.13333333333333333},{"meta":{"symbol":"SCHW","company_name":"Charles Schwab Corporation (The) Common Stock","last_sale":"$51.54","net_change":"-2.20","net_percent_change":"-4.094%","market_capitalization":"96847658525.00","country":"United States","ipo_year":"","volume":"17770980","sector":"Finance","industry":"Investment Bankers/Brokers/Service"},"portfolio_weight":0.06666666666666667}]

Flow Diagram

Citations

@inproceedings{becquin-2020-end,
    title = "End-to-end {NLP} Pipelines in Rust",
    author = "Becquin, Guillaume",
    booktitle = "Proceedings of Second Workshop for NLP Open Source Software (NLP-OSS)",
    year = "2020",
    publisher = "Association for Computational Linguistics",
    url = "https://www.aclweb.org/anthology/2020.nlposs-1.4",
    pages = "20--25",
}