A Look Into the Black Box

As of the past week of ISM, I am in search of data to utilize for my original work. Nasdaq does provide Level I and Level II quotes, along with daily movement summaries by hours or even minutes. As concluded in discussions with professionals, I am looking into index ETFs as well as individual stock data. A bit of tuning could help mitigate a large portion of the risk. Along with rebuilding my digital portfolio, I am still in the midst of reading a short book by Rishi K. Narang, known as 'Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading.' The book has started to quite well equip me with necessary knowledge about the black box.

Similar to last week, I am still researching daily volatility calculations for securities. This week has been quite interesting to study the stock market. It was quite insightful looking into how the US presidential results have affected certain parts of the market. Some stocks have shot up, while some have fallen back. I have also been observing recent earning calls and tried to understand how the earnings sometimes do not dictate price movements as positive or negative. I look forward to presenting my journey so far and learning more about volatility in securities.