Article

Data Filtering : Daily data vs Tick data

In the following article, we will focus on high frequency data filtering. What is the main difference between daily data and tick data?

Article

Algorithmic Trading - Best Practices: Stress-Testing

In the following article, we will focus on what is event-driven stress-test. Why does stress-test matter? And how to run easily a stress-test ?

Article

Market by Order (MBO) / Market by Limit (MBL)

This article describes the two representations of the market book : Market by Order (MBO) / Market by Limit (MBL).

Article

Why does Data Governance matter?

In the following article, we will focus on what data governance is. Why does data governance matter? And how does data governance improve the asset manager’s activity?

Article

Why do data scientists waste up to 70% of their time and money collecting and cleaning data?

The following article will focus on understanding, highlighting, and sharing some insights on the real reasoning behind why do data scientists waste valuable time collecting and cleaning their data. The article will also briefly delve into the real “cost” of managing high quality data.

Tick

Multi assets tick management

This quick how-to article explains how to handle multiple assets when querying the Tick data endpoint. This feature enables the user to retrieve data from a defined watchlist in a single request for an efficient and seemless workflow.

Index

DAX expansion

In this article, we will get an insight on how an index impacts a stock liquidity. We will look back on how DAX (German index 🇩🇪 on Deutsche Börse) expansion from 30 to 40 stocks impacted liquidity for these new stocks leveraging several APIs we provide.

The full sample and more data analytics samples and building blocks are available in our public Github repository.

Facebook

Did Facebook loose $50 billions of market valuation because of its outage ? We will detail this use-case leveraging several APIs we provide. Please contact us to get your preview access and explore on-demand financial data and analytics.

Index

In this article, we will get an insight on correlation analysis for an index, in this case we chose CAC 40 (French index 🇫🇷 on Euronext) use-case leveraging several APIs we provide.

Strategy

In this article, we will outline the maturity date approach to future rolling and to building a continuous stream of using our API within our web cloud-based JupyterLab environment. A step-by-step explanation of tick data requests, technical indicators and continuous price stream creation.

Strategy

In this article we are going through a pair trading strategy sample using our API within our web cloud-based JupyterLab environment. A step-by-step explanation of tick data requests, technical indicators and trading signals generation. Please contact us to get your preview access and explore on-demand financial data and analytics.

Reporting

In this step-by-step tutorial we are going through a best execution sample. We will be using our API within our web cloud-based JupyterLab environment. Please contact us to get your preview access and explore on-demand financial data and analytics.

Analytics

Corporate actions

ETF

Article

Academia

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