Data Science and Investment Blog

Data Engineering: collecting data and inserting into a SQL database

Justin Harris | Architecture | 2019-04-30

Before testing any data strategy, we need to pull the data together. I show a simple process for pulling data from several sources.... Continue reading

Data Helps with the Investment Decision Making Process

Justin Harris | Data Science | 2019-03-31

Data helps us to make better decisions. Creating feedback loops within an organization helps us to improve over time and it is this improvement that helps managers maintain portfolio alpha.... Continue reading

Setting up a moving average alert system

Justin Harris | Data Science | 2019-02-28

In this blog post, I show how one would use Quandl and the Pandas library to setup a moving average crossover alert system.... Continue reading

A trading lesson learned

Justin Harris | Trading | 2019-01-31

Here I detail a trade I made that could have made a lot of money, if I had just kept myself out of the way.... Continue reading

Narrowing 2- and 10-year spread with high rate hike probability

Justin Harris | Data Science | 2018-12-17

Given the volatility that was seen after the last rate hike, it seems we're slowly approaching the natural rate of interest.... Continue reading