AXP× Databricks

American Express Company Quant Signals in Databricks

Query American Express Company quant signals — regime detection, GARCH volatility, anomaly scores, and composite WhyStock score — natively in Databricks. Bitemporal Apache Iceberg tables updated every night.

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Ticker

AXP

Coverage

2020–present

Update freq

Nightly

Signal types

5

Databricks query example

signals_df = spark.table("vectorfin.signals.whystock_score") \
    .filter("ticker = 'AXP'") \
    .select("ticker", "date", "score", "effective_ts", "knowledge_ts") \
    .orderBy("date", ascending=False) \
    .limit(30)

signals_df.show()

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