Algorithmic Trading Model for Cramer COVID-19 Index Using Python Take 1

SUMMARY: The purpose of this project is to construct and test an algorithmic trading model and document the end-to-end steps using a template.

INTRODUCTION: CNBC’s Jim Cramer, the host of Mad Money show, presented a list of stocks on April 27th that he believes will work well in this coronavirus-plagued market. The ‘Cramer COVID-19 Index’ contains 100 companies that touch 17 sectors where investors can expect a positive return in this volatile market environment. The project aims to analyze these 100 stocks and develop strategies for trading these stocks, either individually or in groups.

In this Take1 iteration, we will construct the necessary code segments for downloading and visualizing the index and the stocks. The script will leverage various data sources, both free and paid subscriptions, for pulling the required dataset together.

NOTE: This script calculates the index value by using the number of outstanding shares from each company. Such an approach may not match how CNBC calculates this index ( This script is for educational purposes only and does not constitute a recommendation for buying or selling any stock mentioned in this script.

ANALYSIS: Not applicable for this iteration.

CONCLUSION: Not applicable for this iteration.

Dataset ML Model: Time series analysis with numerical attributes

Dataset Used: Yahoo Finance, IEX Cloud, and Quandl

The HTML formatted report can be found here on GitHub.