STRATxAI
September 2024 · 5 min readThe 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.