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Messages - westonplatter

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Foliofn - LC / Re: Note Analyzer Program Im Working on
« on: April 15, 2016, 06:16:31 PM »
Looks like a sweet project.

Regarding the data, if you need or want to get it without screen scraping,

- LC historical loan data is available after each quater here, https://www.lendingclub.com/info/download-data.action
- LC new loan data is available via API here, https://www.lendingclub.com/developers/listed-loans.action
- LC secondary market data can be obtained via something like this, https://github.com/westonplatter/lendinghedge/blob/master/lib/importer/efolio.rb#L52


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Foliofn - LC / Re: Open Source Folio Trading Engine
« on: April 15, 2016, 05:46:50 PM »
I'd like to create a list of all open source trading solutions out there.

Anyone know of other open source trading tools?

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Foliofn - LC / Re: Foliofn trade data
« on: April 15, 2016, 05:36:19 PM »
This issue with relying on others to upload data is that volunteered data is probably the lesser important data sampling. IE, if I saw market inefficiencies, what's my incentive for making them publically known?

@live42 - you could download the full market CSV every 5 mins, run it through a map/reduce data pipeline to calculate histograms of various attributes (price, ytm, fico range bands, etc). I had this running at one point, but rewrote my data pipeline and didn't add this feature. See attached image for one of the charts from it.

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Foliofn - LC / Re: ideas on current slug of listed notes
« on: April 15, 2016, 05:32:47 PM »
wlbsr - Any chance you know what the volume difference comes out to? How does it compare Propser's secondary market volume changes?

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Foliofn - LC / Open Source Folio Trading Engine
« on: April 15, 2016, 05:28:41 PM »
TLDR version - open source Rails app for trading Folio Notes, https://github.com/westonplatter/lendinghedge.

I'm not sure how ardent you all are about trading the secondary market. I have 3-5 secondary market trading strategies that account for 80% of asset allocations.

I created 3-5 secondary market trading strategies and needed a way to automate them, so I built https://github.com/westonplatter/lendinghedge. It's a standard Ruby on Rails web app that automates Folio trades via the LendingClub Folio API. The neat part is that you can build filters for Folio Notes based on both Pre-Origination data (e.g., dti) and Post-Origination data (e.g., Remaining Payments).

I was going to build out a multi-tenant trading service, but decided not to. Rather than keep the solution private, I think it's better to open source it in order to hopefully accelerate the advance of high volume liquidity on the secondary markets.

Enjoy.

6
Investors - LC / Re: Interactive Tableau Dashboard for LC Raw Data
« on: March 26, 2016, 01:30:29 AM »
I really like this.

Does Tableau allow users to easily look at multi-variable returns? For example, E loans with DTI between 10 and 35%?

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Investors - LC / Preferred Analysis Tools?
« on: February 26, 2016, 12:18:31 PM »
I'm trying to understand industry strategies for analyzing LendinClub returns. IE, if I worked as a fixed asset income money manager, how would I analyze my lending club holdings.

Suggestions?

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