Data Trends for Investment Professionals


What gives a trader an edge? An interview with trader, analyst, and portfolio manager Adam Grimes

Recently, Adam Grimes and Quandl co-founder Abraham Thomas sat down to talk trader-to-trader about how the market has changed over the past two decades, from Adam’s days at the NYMEX and the CME to his current role as Chief Investment Officer at Waverly Advisors. Adam Grimes has two decades of experience as a trader, analyst, and portfolio manager. Though he refers to himself as a critic of traditional technical analysis, he has literally written the book on it (The Art and Science of Technical Analysis, Wiley, 2012). AT: Let’s begin at the beginning. How did you get started trading? AG:...

WooTrader proves what startups can accomplish when they get the data they need

We recently spoke to Atanas Stoyanov, CEO of WooTrader, about his journey from a software programmer to FinTech founder. In 2007, Stoyanov sold his previous company, an Inc 500 firm that developed software optimization tools. He then turned his considerable programming talent to helping investors keep up with rapidly changing markets. He launched WooTrader, with the vision of becoming the only website you’ll need for asset management. With the recent release of a Wall Street-ready API, WooTrader’s client base is now expanding to hedge funds and investment banks. You’ve built a number of successful companies, including a software testing company. How...

Alternative Data – The Newest Trend in Financial Data

As quants, we’re all aware that every model has a shelf-life. Sooner or later, the ideas and techniques behind every “proprietary” analytical technique diffuse into the broader world, at which point that technique is no longer the source of a competitive edge or alpha. What’s less well appreciated is that a similar pattern applies to the world of data. Rare, unique and proprietary data eventually diffuses and becomes commonplace, easily available, edgeless data. The best analysts constantly reinvent their models, to avoid their inevitable obsolescence. Today, they're venturing into the world of alternative data as a new source of alpha. "Edge-worthy" Data...

Meet the winners of the 2016 Big Data Big Impact competition!

Quandl recently sponsored the annual Big Data Big Impact competition, and we’re proud to share the winning team’s project today. Undergraduates from the University of British Columbia -- Benjamin Lim, Lilian Lau, Prapon Wongsangaroonsri and Taeyoon Lee -- used Quandl’s World Bank data to examine the relationship between exports and GDP in developing countries. The annual competition encourages students to evaluate one of the United Nations Sustainable Development Goals. The UBC team identified exports as a major channel for growth in Least Developed Countries (LDC). In their preliminary analysis, they created a heat map for GDP growth. “Quandl’s API simplified our...

The Comprehensive Guide to Stock Price Calculation

[mathjax] 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 principles. This is Quandl's guide to the creation and maintenance of accurate adjusted historical stock prices. Table of Contents Introduction Adjustment Principles 1.Cash Dividends 2.Stock Dividends 3.Stock Splits 4.Reverse Stock Splits 5.Spinoffs 6.Mergers and Acquisitions 7.Buybacks Implementation Challenges Introduction Below is a graph showing the unadjusted or nominal closing price of Exxon (XOM) stock every day since 1970. Of course, this graph says nothing about the returns an investor in...

The Seven Deadly Sins of Quantitative Data Analysts

Sooner or later, every quant is tempted by forbidden fruit. These all-too-human traits can permeate even the most sophisticated analysis. Keep these tips in mind as you develop strategies, and you just may turn vice into virtue. Download the printable version [media-downloader media_id="365" texts="here"].

1 2 3 4 5 6 12
Fix This
Created with Sketch.