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The only "indicators" that I believe add value in academic research are time series smoothing functions. ( I don't call them indicators because they are all lagging thus do not indicate anything into the future). There is clear empirical evidence and a number of academic papers have been published that show that none of the common indicators (common ...


I think the answer to your question is very dependent on the respective indicators. It can be argued for example that moving averages not only smooth out time series but because they are a shifted version of the original series signals on crossovers make use of the momentum factor. In general you might want to check out the book Evidence Based Technical ...


Concur with Thomas for most part, though I would recommend you to sign up for a trial with Dow Jones Newswire. I like the API and app that Newsware ( http://www.newsware.com/) makes available. It is not suitable for hft but I use it in order to stay informed and look up often used mnemonics. I think they have a pretty capable API and I remember they offer ...


It would be relatively trivial to implement a web scraper for any website you were interested in gathering news from - see Beautiful Soup for Python. This would allow you to gather and analyse news data from multiple sources in a way that may be more robust than relying on a single service. For example, you could screen scrape a certain website for the news ...


News is not free, and hence you won't find a company offering machine readable news services for free. My best suggestion is to ask a machine readable news company for a day's worth of historical data. Even that might not work, however, as they won't waste their time if they don't think you're going to buy their service.


Typically "average" lines are used to get rid of noise in the original data. It seems pretty logical to smooth intra week fluctuations when working with a year of data.


If you are an academic interested in this field I would suggest contacting Sirca. Thomson Reuters is active with academics through their partnership with Sirca in Australia (www.sirca.org.au). Sirca has other machine readable text products available.

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