Transparency on how QUANT_MEDIA sources, processes, and presents market data, research metrics, and financial news. This page documents our data pipeline, analytical methodology, editorial standards, and platform disclosures.
QUANT_MEDIA aggregates financial data from multiple third-party providers. No proprietary trading data is generated or stored. All data is sourced via publicly available APIs under their respective free-tier terms of service.
| Provider | Data Type | Coverage | Latency / Notes |
|---|---|---|---|
| Finnhub | US equity quotes, index data | S&P 500, NASDAQ, NYSE | 15-minute delayed quotes (free tier) |
| CoinGecko | Cryptocurrency prices | BTC, ETH, SOL, and major altcoins | Near real-time; rate-limited |
| Open Exchange Rates | Foreign exchange rates | USD crosses (EUR, GBP, JPY, etc.) | Indicative mid-market rates; updated periodically |
| TradingView | Embedded ticker tape widget | Major indices, equities, FX, commodities | Real-time via TradingView embed |
Equity quotes sourced from Finnhub's free tier are delayed by approximately 15 minutes. These are not real-time prices and should not be used for live trading decisions. The TradingView ticker tape widget provides its own real-time data feed independently.
Financial news on the News page is fetched from public RSS feeds and classified into categories using regex-based pattern matching. Categories include:
Classification is purely algorithmic. No editorial judgment or human curation is applied to news categorization. Headlines are displayed as received from source feeds with attribution to the originating publisher.
The research section presents quantitative concepts and models used in market microstructure analysis. Below are brief descriptions of the core metrics referenced throughout the platform.
VPIN is a metric for estimating order flow toxicity, originally developed by Easley, Lopez de Prado, and O'Hara. It measures the imbalance between buy-initiated and sell-initiated trade volume within equal-volume buckets, providing a proxy for the probability of informed trading. Values approaching 1.0 indicate highly toxic (informed) order flow, while values near 0 suggest balanced, uninformed activity. QUANT_MEDIA presents VPIN as a heuristic research metric -- not a live trading signal.
HRP is a portfolio optimization technique introduced by Marcos Lopez de Prado. Unlike mean-variance optimization, HRP uses hierarchical clustering to group correlated assets and allocate risk in a top-down manner. This approach avoids matrix inversion, making it more numerically stable and resistant to estimation error in covariance matrices. Research papers on the platform discuss HRP in the context of quantitative portfolio construction.
PSR quantifies the probability that a strategy's observed Sharpe ratio exceeds a given benchmark, accounting for the non-normality and serial correlation of returns. It addresses the common problem of backtest overfitting by providing a statistical test for strategy performance. A PSR below 0.95 suggests insufficient evidence that a strategy's performance is genuine rather than a product of data mining.
The Hurst exponent measures long-range dependence in time series. Values above 0.5 indicate persistent (trending) behavior, while values below 0.5 indicate anti-persistent (mean-reverting) behavior. QUANT_MEDIA references Hurst exponent estimation on equity order flow as a regime detection tool.
QUANT_MEDIA operates as an algorithmic aggregation platform. Content is generated, sourced, and displayed through automated pipelines with no manual editorial intervention in the following areas:
Research papers and analysis articles are authored by Cemil Erturk and represent independent academic research. All quantitative models, code examples, and infrastructure descriptions reflect the author's research environment and are published for educational purposes.
QUANT_MEDIA is a non-commercial, independent research platform operated by Certurk Research. The platform does not execute trades, manage assets, or provide personalized financial advice. All content -- including market data, research papers, and analytical tools -- is provided for informational and educational purposes only.
Not financial advice. Nothing on this platform constitutes investment advice, a recommendation to buy or sell any security, or a solicitation for any financial product. All market data is sourced from third-party providers and may be delayed, indicative, or subject to error. Users should consult qualified financial professionals before making investment decisions.
No affiliation. QUANT_MEDIA is not affiliated with, endorsed by, or connected to any exchange (NYSE, NASDAQ), broker-dealer, or financial institution. References to exchanges, data centers (Equinix NY4/NY5), or specific technologies describe the author's research interests and do not imply any commercial relationship.
Data accuracy. While efforts are made to ensure data accuracy, QUANT_MEDIA makes no warranties regarding the completeness, reliability, or timeliness of any information presented. All data is provided "as is" without guarantee.