OneQuantData, Accelerating Quantitative Research

Data drives everything we know and don’t yet know. It is a tunnel to explore and analyze the past. Historical data provides the vehicle to gain an understanding of the interrelationship and  correlation between and within markets and the influence of business, economic and geo-political actions. The point of course is to leverage this knowledge as a means to gaze down the other end of the tunnel anticipating what may come. Prediction is that elusive holy grail that quantitative analysis seeks.  Whether its portfolio managers hedging risk or Quants seeking new avenues for alpha historical data reveals the light at the end of the tunnel. And it’s not just a matter of having the raw historical data, but having it structured, organized and linked together with the right tools to tunnel deep letting the knowledge buried within be easily unearthed.

OneMarketData is in the data business. We have the premiere Tick Data management solution for capturing, storing and analyzing real-time and historical market data. Even the largest of data firehoses such as OPRA and decades of historical data can be easily consumed by the OneTick tick database and integrated CEP engine for quantitative research and trading. Leveraging our own expertise and  knowledge of the markets we have added a new complementary product, OneQuantData.

OneQuantData is a comprehensive repository of historical reference and pricing data designed specifically for the global equities market. It is a data product leveraging the OneTick platform for storage and query analysis. It includes a complete history (decades in most cases) of corporate action adjustments and symbol changes. Information that is vital for portfolio return calculations. Fundamentals such as company name, earnings, market cap, dividends are organized and structured for easy query access.  It easily tackles those difficult-to-handle problems including symbol maps between the equity exchanges and symbol continuity across CUSIP, SEDOL, ISIN and Tickers.  It is a unified front-office data product of daily prices targeting quantitative strategy modeling and portfolio management.

We recognize the enormous challenges and difficulty quant firms and investment banks have trying leverage the wealth of historical data available in the marketplace.  Unfortunately, valuable time and resources are spent processing raw data from the traditional market data vendors. The work to build an accurate historical data repository is huge, well over 95% of the work is restructuring and error processing.

Paul Rowady, from the TABB Group has this to say:  “…the biggest challenges facing quantitative researchers are data management and the need for a single, unified, storage solution capable of meeting future requirements. … simply dealing with the sheer scale of market, fundamental, reference,

internal, broker and client data, not to mention research commentary, is the leading challenge they face in managing a quant research platform“.

OneQuantData is cleansed, scrubbed and fully organized across the global equities universe including stocks, ETFs, mutual funds, index futures, warrants and more. Within our data center our team of data experts manages this comprehensive process to map raw data delivering a complete ready-to-use data solution for your quantitative needs and since OneQuantData leverages the OneTick platform, together they meet the challenges Paul describes. It is a single unified solution where user strategies and research can leverage deep history, reference data and the latest tick. Using the OneTick graphical designer you can combine, conflate and correlate markets from the last decade to the last nanosecond.

OneQuantData is comprehensive, fully organized global pricing, reference and fundamental data product for the front-office. Your research and strategies can be more responsive and agile breaking out of the tunnel vision competitive products leave you stuck in. More detailed information is available here.

 

Once again thanks for reading.

Louis Lovas

For an occasional opinion or commentary on technology in Capital Markets you can follow me on  twitter, here.

OneTick, Accelerating Quant Research and Trading

About Louis Lovas

Director of Solutions, OneMarketData, with over 20 years of experience in developing cutting edge solutions and a leading voice in technology and trends in the Capital Markets industry.
This entry was posted in Algorithmic Trading, Analytics, Complex Event Processing, Equities, Foreign Exchange, Futures and Options, HFT, High Frequency Trading, OneMarketData, OneQuantData, OneTick, Tick database. Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s