Data Service Layer for Your Quant System - With Code
Retrieving Data and Integration with APIs.
Without data, we cannot make quantitative decisions. All forms of quantitative learning is derivative of statistical approaches. We cannot derive meaningful conclusions without data. However, it is often prohibitive to obtain data of satisfactory quality. Overhead costs are like transaction costs and slippage. We have lost before the game even began. We look for ways to obtain these data without burning a hole in our pockets.
We are going to be obtaining fundamental and market data on equities, indices, mutual funds, ETFS, commodity futures, cryptocurrencies, fixed income, FX, macro and other miscellaneous data.
The free version of this paper involves ~20 pages of code, demonstrating integration with the eodhistoricaldata REST API to obtain fundamental and other miscellaneous data on equities. In the full version for paid readers, we will further demonstrate the integration with other APIs and obtain a broad category of data.
Paper:
Subscribe here for full paper (to be released):
Paid subscribers should expect the scheduled weekly alpha report soon. The full version of the paper will be released at a later date. (< 14 days)
Preview:
Hi HQ, I just realized that you have archived a lot of the historical posts (you mentioned this before that this will happen). Does that mean there is no access to those older posts anymore?
I was picking up things from backward (starting with the earliest posts) and some of the posts talked about interesting topics and shares good quant papers, would be a bit of a bummer if we lose all those info (I do want to absorb as much as I can). Let me know your thought.
Thanks.
Hello HQ, I support Chris request, I'm also working things backwards as I'm novice to the field and would like to catch up on what you already wrote before diving into your recent work (which seems more complex but I have no doubt that by reading things in order, everything will eventually make sense).
Unfortunately I'm learning about the "one year content" policy, and I find it odd, I can't figure why you would hinder the progression of this substack by removing some older and more basic content.
I found you on twitter and only now notice these tweets :
https://twitter.com/HangukQuant/status/1684614013785944064
https://twitter.com/HangukQuant/status/1684614390375698432
I'm really just quoting your words : "We also have a lot of people DM-ing to ask if there are posts describing the foundational concepts, which we used to have but archived since they are older than a year…"
Care to reconsider ? It would be much more welcoming for newcomers if the old & basic posts were back. Thanks