Data Trends for Investment Professionals

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The best FX datasets on Quandl: volume, flow, swap and more

Over the years, we’ve scouted the forex landscape to bring you a world class portfolio of FX data products. Quandl’s FX data includes foreign exchange volume and flow by currency and participant type, swap and forward volume, rates and much more. Here are the most popular (and most essential) foreign exchange datasets on Quandl. FX Alternative Data Bundle Quandl’s most powerful FX data comes from the world’s largest multi-currency cash settlement system, settling more than 50% of FX transactions globally. Prior to their foundation, FX transaction data was widely dispersed and hard to aggregate. Our ability to source and present...

Bollinger Band Breakout Augmented with FX Volume

This alternative data in action post looks at the power of currency volume data. CLS has just published the first true global foreign exchange (FX) volume database. Commercially available for the first time via Quandl, this database is the most accurate, most comprehensive and timeliest gauge of currency trading volume ever published. In this post, we present the results of augmenting a well-known FX trading strategy - Bollinger Band breakout - with data from our CLS Daily FX Volume database. This database, along with the CLS Hourly Volume database, offers access to the broadest set of executed trade data in...

Finally: A comprehensive, global FX volume database

There is a paradigm change towards increased transparency in the currency market.  CLS has just published the first true global foreign exchange (FX) volume database.  Commercially available for the first time via Quandl, this database is the most accurate, most comprehensive and timeliest gauge of currency trading volume ever published.  CLS’ new FX volume data has been described by one of our customers as “the missing link”.  This post explains why. The Challenge of FX Trading FX is one of the hardest markets from which to profit.  Currencies are incredibly volatile and masquerade as normally distributed only to pop violently in...

The Cost of Free Data: Why Use Premium Stock Prices?

Quandl has always prided itself on making financial and economic data accessible to all investors. This is why a number of our datasets are free resources, like the Federal Reserve Economic Data (FRED) and US Energy Information Administration Data (EIA). While we’re happy to support these products for the foreseeable future, we nonetheless advocate for the use of premium sources for professional investors. Understandably, one of the most common questions we get is "Why should users pay for premium stock price data, when stock quotes are available for free from many different sources?" Free sources may be appropriate for casual...

Uncovering Volume and Improving FX Execution with Data

The foreign exchange market has long been the most decentralized and opaque of all markets. As a result, FX traders labor under major informational disadvantages compared to their peers in other asset classes. Unlike equity markets, where SEC regulations mandate that public exchanges report transaction prices and daily trading volumes, FX boasts no such unified data sources. There are no central exchanges, pits or bulletin boards. The entire market is over-the-counter, party to party, and nobody knows what anybody else is doing beyond the price they’re bidding and offering. In forex, volume is an imperceptible undercurrent. Investment banks see some...

How Email Receipts Predicted GoPro’s Q3 Earnings

The street got a big surprise last week when GoPro reported earnings. Shares dropped sharply in Friday morning trading after the company reported a loss of 60 cents per share on $240.56 million in revenue. Analyst expectations were much milder at a loss of 36 cents per share on $314.06 million in revenue. GoPro cited production issues as the cause for both the third quarter miss and the guidance for Q4. Prior to the earnings announcement, most pundits were bullish – or at least neutral –  on GoPro: see MarketWatch coverage, AmigoBulls, and this note from Raymond James. This is...

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