Data Trends for Investment Professionals

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Quandl Launches New Search and Browse

We’re pleased to announce the general availability of our new search and browse experience on Quandl. Over the last six months, we have been hard at work iterating and testing a substantially improved data discovery experience. After hundreds of builds, five separate beta tests, thousands of survey questions and plenty of heated (though enjoyable) debates, we think we’ve got something you’ll love. Thanks to those of you who offered beta feedback. Your wisdom, intuition and in some cases wit went a long way towards informing the iterations of these critical functions. We wouldn’t be where we are today without you....

Icebergs, Chameleons and Vipers: A Survey of FX Execution

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. Instead, FX transactions take place via a million phone calls, client visits, email threads and trading platforms. The entire market is over-the-counter, party to party, and nobody knows what anybody else is doing beyond...

Bollinger Band Breakout Augmented with 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...

Quandl Has a New Look

Today we’re launching a brand refresh for Quandl, which you can see on our website. These updates reflect the exciting road we’ve traveled - from our roots as a “financial search engine,” to the platform we are today - the premier source of financial, economic, and alternative data for investment professionals. Quandl’s early platform aggregated a large amount of “data in the wild”, made it searchable and offered users a better consumption experience than was commercially available. The search aspect of Quandl was and still is an important feature of the product, and formed the basis of our original logo...

Change to Quandl API Limits

We have made changes to our API limits as of November 21, 2016 at 8AM EST. Users of the Quandl API may be affected by these changes. Specifically, because of unsustainable usage levels, we are now prohibiting simultaneous API calls from a single user. New API Limits Registered users are now limited to one API request at a time, with additional requests being throttled until the first request has been returned. These changes will not impact subscribers of premium databases on Quandl. Open Database Users Premium Database Subscribers Concurrent calls to the API prohibited Concurrent calls to the API permitted (unchanged) 50,000...

Data Monetization: 10 Pitfalls to Avoid

Here at Quandl we get a steady stream of inbound inquiries from companies keen to monetize their data assets to our audience of investment professionals. These data suppliers are not just peddling stock prices or futures or FX data. They are startups and companies born in an era of data ubiquity. They may have satellite data, smartphone or sensor data, logistics data, or business operations data. This is now known as “alternative data” in industry parlance. One belief unites them all: that their data holds value for capital markets. Unfortunately, this is not always the case. Because in life, nothing is ever easy....

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