Data Trends for Investment Professionals


Filter by Author: Raquel Sapnu

A Quant’s Approach to Building Trading Strategies: Part Two

This is the second part of our interview with a senior quantitative portfolio manager at a large hedge fund. In the first part, we covered the theoretical phase of creating a quantitative trading strategy. In this part, we cover the transition into "production." We've also published a third part with answers to readers' questions. (more…)

Quandl Python Package Upgrade

2.x Series Package Notes With the release of version three of our API, we are officially deprecating version two of the Quandl Python package. We have re-written the package and will be moving forward with a 3.x.x package under the new namespace of quandl  that will rely on version three of our RESTful API. Upgrading There are numerous advantages to upgrading from the older 2.x series package including improved performance and stability. The upgrade process is fairly simple; Upgrade your package using pip and running: pip install --upgrade Quandl 2. Wherever you have: import Quandl change this to: import quandl as Quandl Additionally, if...

A Quant’s Approach to Building Trading Strategies: Part One

Recently, Quandl interviewed a senior quantitative portfolio manager at a large hedge fund. We spoke about how she builds trading strategies--how she transitions from an abstract representation of the market to something concrete with genuine predictive powers. Can you tell us how you design new trading strategies? It all starts with a hypothesis. I conjecture that there ought to be a relationship between two instruments, or maybe there’s a new instrument in the market that’s gaining popularity, or maybe there’s an unusual macroeconomic factor I’ve discovered that drives micro pricing behavior. So I write down an equation – a model,...

An Introduction to Chinese Futures Data

Chinese futures data has always been in high demand among our users. For years, China consumed more commodities than any other country. The current economic slump and "commodities hangover" have only heightened the interest in data on Chinese futures. That's why we're especially excited to offer these new free databases on the four mainland exchanges. Chinese futures and the commodities hangover The impact of booms and busts on commodities is nothing new, but China's rapid growth in the face of the 2008 recession changed the game. Most countries needed to slash interest rates to keep their economies afloat. The extremely low interest rates helped China grow even faster. It...

Talking to Tradestreaming About Unbundling

Recently, our CEO Tammer Kamel spoke to Tradestreaming about how we’re unbundling both financial data and financial apps. You can read the entire interview here. Below is an excerpt: Looking at Product Hunt, it appears a lot of new apps are being built using your APIs. What’s happening here and what does this ecosystem look like years down the road? Yes, this is an exciting development for us. Currently, there are over a hundred financial and analytical apps built on top of Quandl’s API, all created by the Quandl community. You can get Quandl data into scientific and mathematical tools...

Bring Your Own Tool: the Latest Trend in Data Analysis

The role of the data analyst is changing. The best analysts know that different tasks require different tools. The End of Bundling Once upon a time, data purchases came bundled with data consumption software. You couldn't just buy a dataset; you had to install a proprietary data downloader. You couldn’t just view the data on your computer; you needed a custom visualizer, or even a full-fledged data terminal. And you couldn't do whatever you wanted with the data; you were forced to work within the applications provided to you by the vendor. Today, this seems absurd. In 2016, analysts don't...

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