Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and enterprise data quality & governance.
Tag: Equity
Every stock behaviour pattern has parameters. A compression breakout depends on the rolling window. A VWAP reclaim depends on the volume threshold. A failed breakout depends on the forecast horizon. Change one number and a "profitable" pattern becomes noise. The typical workflow: tweak a parameter → rerun → query results → squint at a table … Continue reading QuantFlow: Brute-Force Grid Search for Stock Behaviour Patterns
Context: Some trading ideas often pop into my mind unexpectedly, but most of the time I am too lazy to investigate them further. The root cause of this "laziness" is not the effort required to explore the idea itself, but rather the amount of pre-work needed before I can actually start working on it. Collecting … Continue reading QuantFlow: Detecting Trading Opportunities Through Market Lead-Lag Profiling
The Residual Income Model is one of the equity valuation methods covered in the CFA Level 2 curriculum. This method estimates the intrinsic value of a stock based on the stock's current book value, plus the present value of expected future residual income. Residual income represents the income generated by the company in excess of … Continue reading General Residual Income Model for Equity Valuation
In the previous blog post, we explored the historical approach for estimating the Equity Risk Premium (ERP). The historical approach is a widely used method that is simple to implement. However, it relies on the assumption that the future will resemble the past, which often does not hold true in financial markets. In this blog post, we will … Continue reading Equity Risk Premium Estimates using Forward-Looking Approach
In this blog post, I will begin exploring the topic of equity valuation, one of the most emphasised areas in the CFA Level 2 curriculum. Before delving into the various equity valuation models, I intend to use this and the next few blog posts to discuss how to estimate the equity risk premium (ERP) and … Continue reading Equity Risk Premium Estimates using Historical Approach
Data Ninjago (Financial Data Architecture) 
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