price and volume data explanation and outlier control
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May 2024 · 5 min read

Price and Volume Data


Most Common Financial Data

The most frequent and natural data to use for developing quantitative strategies is price and volume data. It represents the purest form of information for a stock. Whether investors fully believe the efficient market hypothesis or not, the stock price itself is meant to reflect all known information and expectations up to that point. There exist numerous price-volume data providers and depending on your use case (daily prices or higher frequency tick or bar data) there are specialist providers for all types of price data. For our use case and our longer term investing strategies, we use daily price data only for our strategy construction.

Cleaning the price and volume data
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Accurate Data and Concepts

Price and Volume Data
July 06, 2022 · 5 min read