Ask HN: What are the data needed for quantitative trading?

4 points by socrateslee ↗ HN
What kinds and quality are of the data? How to get and organize those data?

2 comments

[ 26.6 ms ] story [ 650 ms ] thread
Type: 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/

^ probably good place to start