Quandl, the leading platform for financial and alternative data, will host its third annual Quandl Data Conference (formerly the Alternative Data Conference) on February 28, 2019, at Convene’s 46th St. location in New York City. “We launched this event nearly three years ago to create awareness

ADC 18 is an event for institutional investors and business professionals working to stay on top of the radically evolving landscape of alternative data. Signal Graphic Alternative Data Vizualization The alternative data landscape is evolving quickly. In less than one year, we've seen rapid

In 2004 I enjoyed my 15 minutes of fame for an article I wrote called The Tao of Alpha, in which I explained the concept of alpha as a zero-sum game. Sources of alpha in 2004 were much different than those available in the mid-1990s when I started my career and they are also different from

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

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

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. Quandl_7_sins_v04 (1) Download the printable version here.

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

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.” You can read the first part of

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