# Tag Info

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Both free and paid access to data sets conatianing company financial statement items is available from Quandl. The free data sets are sourced from the SEC based on compnay electronic filings and go back about five years. For example, you could obtain five years of MSFT's quarterly net income using the R call Quandl("RAYMOND/MSFT_NET_INCOME_Q") Lists of ...

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$\sigma S$ is in units of dollars per square root of a unit of time. $\sigma$ is usually quoted as an annual or daily percentage. $dX ^2$ is in units of time, as $E[(dX)^2] = dt$. Here is an online tutorial which you may find helpful. EDIT by kotozna: $\sigma$ has dimensions 1/(square root of time) and $dX$ has dimensions square root of time. ...

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You need Reuters RFA or SFC API access, they both give access to historical data, that you are able to lookup with a ticker symbol. See: https://customers.reuters.com/developer/apis_tech.aspx

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Quantopian provides both the fundamental data (from Morningstar), as well as the backtest platform to reproduce results from the books you mentioned. Here's the introduction to our fundamentals offering: https://www.quantopian.com/posts/fundamental-data-from-morningstar-now-available-for-backtesting (disclosure: I'm the ceo of quantopian)

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Start with www1.nyse.com/pdfs/closings.pdf then use the following... 2012/2013: http://www1.nyse.com/press/1294398514465.html Weather related closures happened on Monday, Oct. 29, 2012 and Tuesday, Oct. 30, 2012. (markets.nyx.com/nyse/trader-updates/view/11507) 2014: http://www.nyse.com/markets/hours-calendars#holidays

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@emcor I would suggest downloading the Stock's daily Prices & then downloading Shares Outstanding or average shares outstanding. Then find the product of the two to arrive at market caps. I don't know how reliable quandl's data is or if they have shares outstanding data, but if they do this can probably be done using R code since you will be downloading ...

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Having locked markets is bad in the sense it freezes the price formation process. Ideally we would like to have a price on as much instruments as possible so that we know their value. it prevent investors to buy (or sell) it and thus adds frictions, transaction costs, etc. We would like to enable investors to buy or sell when they need/want, to let the ...

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I explored this further and following that the following works: require("RCurl") STOCKS <- paste("AAPL", "BIDU", "AMAZ", collapse=",") STRING <- paste0("http://finance.google.com/finance/info?client=ig&q=INDU,IXIC,DRRX,", paste0(STOCKS, collapse=",")) TEMP <- getURL(STRING) Then, one needs to do some editing (a combination of strsplit and ...

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As you note, that yields open / high / low / close / volume. Is it also possible to obtain the most recent trade?

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