How One Algo Trader Built a Macro SPX Trading System Using Entirely Free Data
How One Algo Trader Built a Macro SPX Trading System Using Entirely Free Data TL;DR A developer on r/algotrading shared the architecture of a macro trading system for S&P 500 (SPX) built entirely on free, publicly available data sources. The system pulls from six major free APIs and data providers — including FRED, BLS, CBOE, and AAII — to construct a multi-signal macro view of the market. There’s no Bloomberg terminal, no expensive data subscription, and no proprietary feed required. If you’ve ever wondered whether institutional-grade macro signals are accessible to retail algo traders, this build suggests the answer is increasingly yes. ...