Papers with code for quantitative finance. Still just thinking about it. Replicating research is a great way to learn a field.
>90% of the work to replicate academic research in quant finance is data collection and cleaning. Academics have WRDS, Bloomberg, and research assistants. Others need to find cheap vendors of acceptable quality. Write scripts to fetch and clean. Actual algorithms and analysis (the fun part) are a tiny fraction of the total effort.
Project objective is "good enough" data collection & cleaning for daily frequency equities, futures, and FX. In that order. Annual data budget target < USD 500. Cheaper is better.
>90% of the work to replicate academic research in quant finance is data collection and cleaning. Academics have WRDS, Bloomberg, and research assistants. Others need to find cheap vendors of acceptable quality. Write scripts to fetch and clean. Actual algorithms and analysis (the fun part) are a tiny fraction of the total effort.
Project objective is "good enough" data collection & cleaning for daily frequency equities, futures, and FX. In that order. Annual data budget target < USD 500. Cheaper is better.