STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

2,170 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

Why Ticker Symbols Break Your Dataset
When each symbol last printed a daily barranking · 2026-08-22 · 6×3Preview: 6 ranked values, largest first. New listings landing on a symbol that already had historyranking · 2026-08-22 · 11×3Preview: 11 ranked values, smallest first. Which share-class spellings actually carry historyranking · 2026-08-22 · 4×4Preview: 4 ranked values, smallest first. Trading sessions per year under FB and METAranking · 2026-08-22 · 15×3Preview: 15 ranked values, smallest first.
Volatility Targeting for Position Sizing
SPY realised volatility by month against a 10% targetseries · 2026-08-22 · 72×4Preview: a 16-point series, roughly flat. What the lookback window costs in daily turnover (SPY, 10% target, 2x cap)ranking · 2026-08-22 · 4×4Preview: 4 ranked values, largest first. One 10% risk budget, six names, six different weightsranking · 2026-08-22 · 6×4Preview: 6 ranked values, smallest first. Weekly realised volatility and the weight it implied, Nov 2019 to Apr 2020series · 2026-08-22 · 25×4Preview: a 16-point series, ending lower.
Survivorship Bias in Stock Data, Explained
Survivors-only average vs whole-cohort average, by starting yeartable · 2026-08-22 · 7×6 Symbols relisted under a new issuer after a long silenceranking · 2026-08-22 · 5×4Preview: 5 ranked values, smallest first. Symbols that printed a final daily bar, by yearranking · 2026-08-22 · 10×3Preview: 10 ranked values, smallest first. The January 2019 universe, grouped by what happened to each nameranking · 2026-08-22 · 9×4Preview: 9 ranked values, smallest first.
How split-adjusted price history works
Split multiples for large US stock splits since 2020ranking · 2026-08-22 · 10×3Preview: 10 ranked values, smallest first. Dollar volume and daily range across a large forward split (NVDA, 2024)series · 2026-08-22 · 19×4Preview: a 16-point series, roughly flat. Dividend adjustment factors on every KO ex-date since 2019series · 2026-08-22 · 30×4Preview: a 16-point series, ending higher. Is the price file already adjusted? The pre and post close quotientranking · 2026-08-22 · 10×3Preview: 10 ranked values, largest first.
h5i-db: Point-in-Time Data for Backtests
Stock splits taking effect each quarter, forward and reverseseries · 2026-08-22 · 16×3Preview: a 16-point series, ending higher. When market headlines publish, by New York clock hourranking · 2026-08-22 · 24×2Preview: 16 ranked values, smallest first. How long 13F holdings filings take to reach the publicseries · 2026-08-22 · 16×3Preview: a 16-point series, ending lower. Days between a dividend declaration and its ex-date, by monthseries · 2026-08-22 · 24×3Preview: a 16-point series, roughly flat.
Bootstrapping Backtest Confidence Bands
Variance ratio by block length: does SPY variance scale like independent draws?ranking · 2026-08-14 · 7×3Preview: 7 ranked values, largest first. One position, one year at a time: SPY annualized Sharpe by calendar yeartable · 2026-08-14 · 14×5 Measured Sharpe dispersion across non-overlapping SPY windows, 2006 to 2025table · 2026-08-14 · 5×6 Lag-one autocorrelation: signed returns against absolute returns, 2016 to 2025ranking · 2026-08-14 · 6×4Preview: 6 ranked values, largest first.
Self-Hosted A-Share Quant Workbench, Explained
The twelve biggest forward stock splits on US listings, 1 January to 13 August 2026ranking · 2026-08-13 · 12×3Preview: 12 ranked values, largest first. What crossing the spread costs: average quoted spread, six US listings, midday 17 June 2026ranking · 2026-08-13 · 6×2Preview: 6 ranked values, smallest first. How far the price travels inside one minute: KO, by New York clock time, 17 June 2026series · 2026-08-13 · 18×2Preview: a 16-point series, ending higher.
Pairs Trading and Cointegration Explained
Weekly z score of the KO/PEP spread, hedge ratio fitted on 2023 onlyseries · 2026-08-13 · 105×2Preview: a 16-point series, ending higher. Where the KO/PEP spread sat twenty sessions later, by starting z score (2019-2025)ranking · 2026-08-13 · 6×4Preview: 6 ranked values, smallest first. Daily-return correlation vs price-level correlation, five familiar pairs (2024-2025)ranking · 2026-08-13 · 5×3Preview: 5 ranked values, largest first. Hedge ratio refitted each calendar year, two sector pairsranking · 2026-08-13 · 7×3Preview: 7 ranked values, smallest first.
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread and time at a one cent spread, midday June 10 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. Top of book messages against prints on the tape, AAPL, June 10 2026series · 2026-08-12 · 8×4Preview: a 8-point series, ending higher. The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
The January Effect: Does It Still Work?
SPY share volume around the turn of the year, averaged since 2011ranking · 2026-08-11 · 19×3Preview: 16 ranked values, largest first. Distinct symbols printing at least one session, by yearranking · 2026-08-11 · 20×2Preview: 16 ranked values, smallest first. The tape by average dollar volume, June 2026ranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. Every January on the daily tape, in trading sessionsranking · 2026-08-11 · 23×2Preview: 16 ranked values, smallest first.
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking · 2026-08-10 · 5×2Preview: 5 ranked values, largest first. KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series · 2026-08-10 · 42×4Preview: a 16-point series, roughly flat.
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries · 2026-08-08 · 15×4Preview: a 15-point series, ending lower. How many of the 390 session minutes each US symbol traded inranking · 2026-08-08 · 10×2Preview: 10 ranked values, largest first. Trade condition codes that restrict high, low, and lastranking · 2026-08-08 · 7×3Preview: 7 ranked values, smallest first. SPY volume by minute into the close, June 10 2026series · 2026-08-08 · 25×3Preview: a 16-point series, ending higher. One-minute AAPL bars rebuilt from individual trades, June 10 2026series · 2026-08-08 · 15×6Preview: a 15-point series, ending lower.
Reproducible Backtest in Python, No API Key
A 20/50 moving-average crossover on SPY, year by year, against holdingranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first. The same 20/50 rule on five liquid names, 2021 through 2025ranking · 2026-08-06 · 5×4Preview: 5 ranked values, largest first. Same rule, prior-session signal against same-session signal, SPY by yearranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first.
What Is Maximum Drawdown? Depth vs Recovery
Same fund, five lookback windows: SPY maximum drawdown by sample length to July 31, 2026ranking · 2026-08-05 · 5×3Preview: 5 ranked values, smallest first. Completed SPY drawdowns since 2016: depth, days falling, days climbing backtable · 2026-08-05 · 8×5 SPY underwater curve: month end close against its running peak, 2016 to 2026series · 2026-08-05 · 127×2Preview: a 16-point series, roughly flat. Maximum drawdown against annualized volatility: eight large caps, five years to July 31, 2026ranking · 2026-08-05 · 8×3Preview: 8 ranked values, largest first.
Can an AI Trading Track Record Be Verified?
Median quoted spread and the cost of a $25,000 round trip: midday hour, July 15, 2026ranking · 2026-08-03 · 6×3Preview: 6 ranked values, largest first. SPY holding-period outcomes since 2015: 5th percentile, median, 95th percentiletable · 2026-08-03 · 4×7 How far SPY travels from its opening print, by ET half hour, first half of 2026series · 2026-08-03 · 13×3Preview: a 13-point series, ending higher. Six US index funds, identical window: price return, January 2 to June 30, 2026ranking · 2026-08-03 · 6×3Preview: 6 ranked values, largest first.
Does Sell in May and Go Away Work?
Growth of one dollar: holding all year vs holding only November through Aprilranking · 2026-08-03 · 21×3Preview: 16 ranked values, smallest first. The seasonal gap by era: average half-year returns and the spread between themtable · 2026-08-03 · 3×6 S&P 500 tracker: May to October vs November to April, season by seasonranking · 2026-08-03 · 21×3Preview: 16 ranked values, smallest first. Average S&P 500 tracker return by calendar month, May 2005 through April 2026table · 2026-08-03 · 12×5 SPY distributions by ex-dividend month: inside the May to October window vs outside itranking · 2026-08-03 · 19×3Preview: 16 ranked values, smallest first.
Learn Quant Trading From an Open Source Book
Twelve months of daily moves: annualized volatility and worst session, eight namesranking · 2026-08-02 · 8×3Preview: 8 ranked values, largest first. US tickers trading in a June week, and how many still traded in June 2026ranking · 2026-08-02 · 11×4Preview: 11 ranked values, smallest first. Average quoted spread by ET half hour: AAPL and KO, Friday July 17, 2026series · 2026-08-02 · 16×3Preview: a 16-point series, ending lower. Average distance from one session's close to the next session's open, monthlyseries · 2026-08-02 · 24×4Preview: a 16-point series, ending lower.
Multi-Agent AI Trading Systems: What Is Real
The window decides the answer: SPY calendar-year price return and intra-year high-to-low range, 2016-2025ranking · 2026-07-31 · 10×4Preview: 10 ranked values, smallest first. Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 2026ranking · 2026-07-31 · 5×4Preview: 5 ranked values, smallest first. How big a typical session is: SPY close-to-close moves by size band, calendar 2025ranking · 2026-07-31 · 5×3Preview: 5 ranked values, largest first. The cost floor: median quoted spread in basis points of the midpoint, regular hours, June 22-26 2026ranking · 2026-07-31 · 6×4Preview: 6 ranked values, smallest first.
Look-Ahead Bias: The Backtest Killer
Survivorship in the universe: names trading each year, share still listed in July 2026, and median returntable · 2026-07-31 · 10×6 Same-bar decision vs a one-session lag: SPY, average session gain, 2016-2025table · 2026-07-31 · 10×5 The hindsight ceiling: SPY buy and hold, the same year without its biggest up days, and perfect one-day foresighttable · 2026-07-31 · 10×5
When each symbol last printed a daily bar

When each symbol last printed a daily bar

most recentas of ranking 6×3read in context →
When each symbol last printed a daily bar — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerlast_print_labeldays_since_last_print
TWTROct 27, 20221395
ABMDDec 21, 20221340
ATVIOct 12, 20231045
VMWNov 21, 20231005
SGENDec 13, 2023983
AAPLAug 21, 20261
the exact SQL behind every number
SELECT
    ticker,
    formatDateTime(max(date), '%b %e, %Y') AS last_print_label,
    dateDiff('day', max(date), today())    AS days_since_last_print
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('ABMD', 'TWTR', 'ATVI', 'VMW', 'SGEN', 'AAPL')
  AND date >= '2014-01-01'
GROUP BY ticker
ORDER BY days_since_last_print DESC
$