SecuritiesDB
A securities master database for organizing market data, supporting backtesting, and exploring financial datasets.
Technologies: Ruby, PostgreSQL, Market data
A foundation for market research
SecuritiesDB is a Ruby implementation of a securities master database. It organizes financial data in a local PostgreSQL database for algorithmic trading research, backtesting, and data mining.
The project brings together security symbols, end-of-day prices, splits, dividends, fundamentals, options data, and economic indicators.
Getting the data into one place
Research benefits from a consistent place to query its inputs. SecuritiesDB focuses on collecting and storing datasets that can then support separate analysis and backtesting tools.
The repository documents its original data-source integrations and setup.
What this project explores
- Financial data ingestion and organization.
- A relational foundation for historical research.
- Ruby and PostgreSQL as a data-tooling stack.