All Questions
8 questions
3
votes
1
answer
452
views
Cleaning of high-frequency data
In the paper "Realized kernels in practice: trades and quotes" by O. E.Bandorff-Nielsen etc. cf.
https://onlinelibrary.wiley.com/doi/full/10.1111/j.1368-423X.2008.00275.x
in the section ...
- 126
0
votes
0
answers
42
views
I need to get data about tulip price between 1936-1937
I need to daily data for Tulip Price between 1936-1937. How can I find? Please help.
0
votes
1
answer
100
views
Estimating monthly GDP growth based on quarterly data
Apologies for this newbie question. Given the following quarterly GDP growth:
...
- 50
0
votes
1
answer
114
views
Subset selection to identify independent variables that impact the market?
Given a lot of market-related features (~100 independent variables such as emerging market, developed market, s&p 500, tech sector returns, etc), I need to select a subset of them that are ideally ...
- 649
-1
votes
1
answer
118
views
Financial statement and stock market data [duplicate]
How is it possible to have access to Datastream, Bloomberg, Wrds database? Is there another free database with long historical data? In fact, I need long time series data belonging to NYSE and NASADAQ ...
- 115
2
votes
3
answers
5k
views
accuracy of Yahoo Finance stock data (Python module)
I am using the yahoo finance python module: https://pypi.python.org/pypi/yahoo-finance
I am using it for a project and would like to see if anybody else uses data from this source and can vouch for ...
- 398
6
votes
5
answers
3k
views
CAC40 components historical data
I'm looking for historical data of the CAC40 components.
I looked at these previously asked questions:
What data sources are available online?
Finding historical data for indices
as well as Yahoo ...
- 63
1
vote
1
answer
189
views
Company rank within an industry
I'm looking at the list of companies in the S&P 500 Pure Value Index. For each firm, I want to obtain the dividend yield industry percentile rank and the PEG ratio industry percentile rank.
I've ...
- 113