Data Trends for Investment Professionals

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

This is the third part of our interview with a senior quantitative portfolio manager at a large hedge fund. In the first part, she discussed the theoretical phase of creating a quantitative trading strategy. In the second part, she described the transition into “production.” This interview received so many excellent questions that we've dedicated an entire post to the answers. You can read the first part of the interview here and the second part of the interview here. Readers' questions have been lightly edited for clarity. 1. How do you monitor and manage your model once live? What additional checks and procedures...

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…)

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,...

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...

Startup Data Plans on Quandl

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. (more…)

Quandl Phase 2: The Democratization of Commercial Data

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. (more…)

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