Some point to the opacity and irregularity of transactions as a major factor in limiting alt data’s use in the corporate bond market. Others say it’s this very lack of transparency that makes it such a prime candidate. Read More »
Quant funds are attempting to copy the best parts of human traders but without their frailties, whilst turning their attention to the bond market. Read More »
Hedge-fund managers are overwhelmed by data, and they’re turning to an unlikely source: random people on the internet. Read More »
We won some awards!
We’re proud to announce that Quandl recently won two awards at the WatersTechnology Inside Market Data & Inside Reference Data Awards. One for Best Alternative Data Provider and another for Acquisition of the Year. This in addition to the TradingTech Insight award for Best Alternative Data Provider.
Mary Meeker presented tech’s favourite deck at Vox/Recode’s Code Conference in Scottsdale, Ariz. on Tuesday. Read More »