U.S. Earnings Data Nasdaq Data Link is the largest, most comprehensive, most accurate source of Zacks earnings data on the internet. Data coverage includes consensus earnings estimates, actual earnings, earnings…
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Introduction to Stock Market Data The volume and variety of data used by stock market investors have exploded in recent years. Gone are the days when stock prices and company…
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Alternative DataData MonetizationIndustry Trends
The Unbearable Transience of Alpha
by Tammer Kamelby Tammer KamelIn 2004 I enjoyed my 15 minutes of fame for an article I wrote called The Tao of Alpha, in which I explained the concept of alpha as a zero-sum…
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Adjusted stock prices are the foundation for time-series analysis of equity markets. Good analysts insist on properly adjusted stock data. But the best analysts understand the adjustment process from first…
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Industry Trends
A Quant’s Approach to Building Trading Strategies: Part Three
by Raquel Sapnuby Raquel SapnuNote: Quandl is now Nasdaq Data Link. Visit data.nasdaq.com for more information. This is the third part of our interview with a senior quantitative portfolio manager at a large hedge fund. In…
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Industry Trends
A Quant’s Approach to Building Trading Strategies: Part Two
by Raquel Sapnuby Raquel SapnuNote: Quandl is now Nasdaq Data Link. Visit data.nasdaq.com for more information. This is the second part of our interview with a senior quantitative portfolio manager at a large hedge fund. In…