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I'm not sure if this question is appropriate for this community, and if so please feel free to let me know by down voting or closing.

I'm currently working on projects that use machine learning/deep learning applied to financial markets. I hear the term "fundamental data" and "technical data" quite often and my first assumption would be that the former refers to data derived from fundamental analysis and the latter technical analysis.

However, what's confusing me is the scope(?) that these terms encompass. For example, if I have a feature column describing "current price compared to last 10 days," would this be considered technical data? Additionally, if I had ratio data like ROE or ROA would that be fundamental data?

I guess my question could be summed up as "If it involved financial statement-derived data, is it fundamental data, and if it involves charts (i.e. prices, volumes, etc.) is it technical data?"

Thank you.

Sean
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Hi: Generally technicals include prices, volumes and anything else that's derived from stock exchange activity. But, If you have fundamental data ( say quarterly earnings ) you could still possibly use it in a technical analysis way, For example, using the moving average of the last 4 quarter earnings to act on a buy or sell decision would be considered technical analysis. So, I don't know if anyone does the latter but that would be fundamental data being used in technical analysis. In summary, technical analysis is more about the formulas-algorithms used. Each person ( they're called technicians ) using technical analysis might have proprietary data (technical such as prices or fundamental such as earnings ) going in to those formulae. But generally speaking, technical analysis data is skewed towards stock exchange type data like prices, volumes etc. Also, note this is a better question for quant.se.

mlofton
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