Tag Info

New answers tagged

1

High level Flow of funds comparative analysis for the U.S., Japan, and Euro Area by the bank of Japan. Country level report from the ECB. It is an 800+ page report so the link may take time to load (alternatively go to ECB data warehouse/reports/Euro Area accounts). Canadian financial flow accounts data.


3

This is an interesting topic. I assumed that you are looking for a public data source. Here is the margin data as reported by NYSE organizations (nyxdata) that offers a downloadable file. Here is the page of FINRA for Margin Statistics. This is an HTML page, I did not find a link to download a data file. You can validate the two sources against each ...


0

Actually for the forward rates you would need to subscribe to a financial datafeed like Bloomberg, Thomson Reuters Datastream or Interactive Data. For the current forward rates you could look it up at here http://www.fxstreet.com/rates-charts/forward-rates/?id=usd%2fjpy, the data are provided by Interactive Data.


2

This reminds me of a paper by Rama Cont: "Empirical properties of asset returns: stylized facts and statistical issues.". You can download here: http://www.cmap.polytechnique.fr/~rama/papers/empirical.pdf He also has a paper on volatility clustering: "Volatility clustering in financial markets: empirical facts and agent-based models.", which may be of your ...


2

Stationarity. The distribution of returns is non-stationary. Moreover, standard deviation of returns is not constant over time. Symmetry. The distribution of returns is approximately symmetric with increasing leptokurtosis as sampling frequency increases. However, large drawdowns are not matched with equally large upward movements. Gaussian behavior. ...


0

I'm not sure that you fully understand what is meant by the term "API". You are describing items that you can create yourself with any basic API/data source, really. You'd have to have some programming knowledge, as would anyone that uses an API, but it doesn't sound like you want to get that deep into this.



Top 50 recent answers are included