This is a summary of links featured on Quantocracy on Thursday, 06/02/2022. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Evaluating Data Coverage with Tiingo [Quant Start]In this article we will be introducting Tiingo, a data and stock market tools provider. Founded in 2014 Tiingo aims to empower its users by providing good, clean and more accurate data. They offer OHLCV data for 82,468 Global Securities, 37,319 US & Chinese Stocks 45,149 ETFs & Mutual Funds. They also have an intraday feed through partnership with IEX. In addition, they have fundamental
-
Options Hedging & Leveraged ETFs in Market Swings [Alpha Architect]Not long ago, GameStop stock rose like crazy in only a few hours with the effects of broker-dealer options hedging spurred by retail investor buying pressure. And from February to March 2020, options trading activity was also pointed to as a contributor to stock swings in the Covid-19 selloff. The market dropped 30% and then recovered quickly over the following weeks. It has been documented that