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Basic sources of quantitative data analysis

Basic sources of quantitative data analysis

Quantitative data analysis sources can basically be divided into five categories: basic data platform, characteristic data platform, quantitative platform, research report platform and comprehensive platform, above The picture explains it a little bit.

The first category is the basic data platform, which refers to the brokerage software we use, Tongdaxin, Great Wisdom, Haomai/Tiantian Fund Platform, Dongcai website, etc., which provide market conditions, financial reports, information, etc. Basic information, this is the platform that most investors will come into contact with.

The second category is special data platforms. For example, Jisilu focuses on various low-risk investments and provides various special data; such platforms include Rational Man, Jiudou, etc.; there are also many Dongcai websites. Featured data. Many friends who like quantitative analysis, rational investment, and value investment will use these platforms.

The third category is quantitative platforms, such as Guoren, Youkuan, Jukuan, Mikuang, etc. These platforms purchase professional data themselves, perform cleaning and processing, and interface packaging to provide it to users. Users use these data to write Strategy and backtest verification. There is a large group of quantitative analysis enthusiasts gathered here.

The fourth category is the research report platform. These securities firms publish many valuable reports on metalworking, strategy, macro, fixed income, industry, company research, etc., and of course there are also many water reports. For quantitative analysis enthusiasts, they often like reports from the metalworking department, which have the most data and rigorous arguments. These reports can be obtained from Huibo, the official website and public account of the relevant departments of securities companies, etc., focusing on the reports of outstanding teams that have won the New Wealth Award.

The fifth category is comprehensive platforms. The most professional one is of course Wind. Bloomberg is not listed because I have never seen what it looks like. Followers are Choice, IFinD. The characteristics of these platforms are that they are all-inclusive and have large and comprehensive data. They have all the data mentioned above, and they also have data that is not available on them. Otherwise, all institutions would be using them. Of course, these financial terminals all charge a lot of money.

Of course, these platforms can also be classified as tools. The most powerful one is of course Wind. It is best to bring a quantitative interface, but it is Forrest Gump’s dream to have it, and I can’t afford it now.

The valuation data results are calculated based on the market data of the previous trading day. Compared with the calculation results of the previous trading day, the overall market valuation has slightly decreased. Although the historical percentile is almost 60, This is the first time in a long time that it has been below 60. There is no doubt that market conditions and the continuous release of third-quarter reports have led to the decline in valuations.