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Ask HN: What are the data needed for quantitative trading?
What kinds and quality are of the data? How to get and organize those data?
- ry4n413 8y agoType: Prices/Volume, Company Fundamental Data (EPS Growth, P/E Ratio, ROI), News (Earnings, New CEO, Divestiture, Weather), "Alternative Data" (Satellite Images, Transactions) Vendors: Bloomberg, Thomson (Refinitiv), Factset, Compustat, CapitalIQ, Quandl Quality: varies, you get what you pay for, cost anywhere from $100's to $100,000's/yr https://www.quantopian.com/ https://www.quantopian.com/ ^ probably good place to start
- lucaslee 8y agoProbably start with some api. Check out Quantopian https://www.quantopian.com/help https://www.quantopian.com/help or IEX https://iextrading.com/trading/market-data/ https://iextrading.com/trading/market-data/. This subreddit has a lot of information https://www.reddit.com/r/algotrading https://www.reddit.com/r/algotrading