ORATS Historical and Implied Volatility

Posted by on 2015/05/07
By Matt Amberson, Principal and Founder of Option Research & Technology Services (ORATS) Our company’s core mission is to deliver traders the most accurate options data in the world. The database we have published on Quandl is the product of this. In this short post, I will discuss why professional quantitative traders trust ORATS for their backtesting and model calibration.…continue reading →

Introducing Quandl’s Speculative Developer License

Posted by on 2014/11/07
Life is hard if you’re a startup looking for high-quality financial or economic data. There are plenty of providers of this data, but they’re the very opposite of startup-friendly. Prices are steep: in the thousands of dollars for even basic access. There’s no payment flexibility: no discounted pricing for new businesses, no trial licenses for the build/test phase, no “lean”…continue reading →

Quandl’s First Premium Databases

Posted by on 2014/10/15
We’re now about two weeks from launching our first batch of premium databases on Quandl. We’re starting with 7 financial and economic databases: Zacks Investment Research Our flagship vendor for the launch is Zacks Investment Research, the authority on North American estimation data. They pioneered the concept of consensus-based estimation over 35 years ago, and to this day they remain…continue reading →

On Data Quality

Posted by on 2014/09/22
In conversation with his friend Anton about Quandl’s next phase, my co-founder Abraham was explaining that premium data on our site would be of the highest quality. “Excellent,” Anton replied with a nod. Then, after a moment’s pause he continued somewhat apologetically, “What exactly does that mean?” Anton, an amazing programmer and chess player, is not a data analyst and…continue reading →

Quandl Phase 2: The Democratization of Commercial Data

Posted by on 2014/08/20
Today, 18 months or so since we launched, Quandl offers the world unlimited and unrestricted access to over 10 million time-series datasets. That number grows every day thanks to our small team here in Toronto and thanks to the many users around the world who contribute data to the site every day. While this is a great beginning and we…continue reading →

40,000 NASDAQ OMX Global Indexes now available on Quandl

Posted by on 2014/07/31
This week NASDAQ OMX became the first major index provider to distribute index data via Quandl. Quandl is now one of NASDAQ OMX’s Elite Index Data Partners, which is fantastic for Quandl users as it gives them complete and unlimited access to NASDAQ OMX’s suite of over 40,000 indexes. The partnership is the product of shared values: NASDAQ OMX is,…continue reading →