In our recent blog “Intro to Qubles,” we discussed how Quotient leverages the respective strengths of Python and SQL to create a proprietary Python data container class that we call “Qubles.” For sourced data, we display the Python and SQL code that drive that the...
Quotient makes factor construction transparent through what we call the “lineage” functionality. With the lineage functionality, users can specify the raw data item components of a derived data item to be returned along with the computation of a derived data item....
Factors are the key driver for active quantitative investment research. Factors are derived data items. The raw data item used to generate factors can be technical price and trading volume data, and fundamental data including financial statements and...
The technological world is fast evolving, that's why financial analysts need knowledge in Python, SQL, and Quble. Data records form the backbone of all financial analysis. Quble takes financial modeling to the next level by using a revolutionary approach to data...