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3

here's a print out from Bloomberg. The trade is only 250 shares and is flagged "AP" Also, the exchange is "D", which is the ADF. That means "Average Price Trade" reported on the ADF. In English this means that this trade was tied to something else. Maybe someone had a small mistake that they had to correct for when pricing a larger chuck on TSLA ...


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I tried yahoo finance as well. The "glitch" appears there too. However all these sources get their data from the same place, the consolidated ticker. My guess is that this is just bad data, given the fact that it's out of hours, and like you say the price almost immediately corrects to exactly the level before. It might be that the mid price being reported ...


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The biggest problem you face is that prices can be updated over time and I do not think, to the best of my knowledge that Yahoo, will do that for you. I would recommend a premium data source such as https://www.quandl.com/browse?filterBy=Premium&idx=database-browser_stock-data_united-states_stock-prices-end-of-day-current-and-historical as ...


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I don't have perfect solution for above problem, I but can help you out with the alternative. As far as my information you can't download the data country wise. I was also looking for the same. You should have all the symbols first in place. I have prepared a small code which loop through the all available symbols and get historical data from Yahoo. library(...


1

Multiple stock databases hold this data, but none of them are free. If you are in an academic setting, see if your university has a subscription to CRSP. If you want to split it yourself, you can use different cutoff points for P/E. High P/E = growth, low P/E = value.


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If you're looking for S&P 500 stock prices, yahoo finance is usually a good source. If you're looking for all of them together datasets are available on github. If you're looking to split between value vs growth you can use any general equity research firm to create the split between growth and value, otherwise use a broad definition from a site like ...


5

It is hard to imagine why a trader would want to buy a forward start option to express a market view, unless there is a one-off event like an election which they don't want to have as part of the live period for the volatility. A forward start option is mainly exposed to the volatility relating to the period after the strike is set. Forward start options ...


1

First, let us formulate the problem mathematically: A symmetric random walk starts at 0 and moves up or down one unit (with equal probability) every 1 second. The are two absorbing barriers located at H and -L, with $H,L>0$. Given infinite time, what is the probability $p_H$ that H will be hit before -L is hit and what is the probability $p_L$ that -L ...



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