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Re:Ask HN: What are the data needed for quantitative trading? by lucaslee on Tuesday November 06, 2018 @09:50PM (#18396787)
Probably start with some api. Check out Quantopian https://www.quantopian.com/help or IEX https://iextrading.com/trading/market-data/.

This subreddit has a lot of information https://www.reddit.com/r/algotrading

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