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The comment of Enrico definitely works. The APIs are all the same (R is actually not a BBG solution but someone made the C++ API - which is also what excel is based on - usable within R). =BDP("DRIV US Equity","HISTORICAL_ID_POINT_TIME","HISTORICAL_ID_TM_RANGE_START_DT = 20130101") for the excel equivalent. Python uses the same ...


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LOESS diagrams show the payoff structure of any investment vehicle in relation to a benchmark (i.e. "underlying"). Even complicated trading strategies of (hedge) funds or ETFs become accessible this way: I published a blog post with some background information, fully documented R-code and many examples: Financial X-Rays: Dissect any Price Series ...


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I am not 100% sure what you need. Have you tried on Damodaran? He has data divided by regions and industries. What in particular do you need?


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There's no need to calculate these dates, as there are many data sources that record exactly when the last trading date was for each expiry. It's standard stuff. Try the exchange website, it's probably free, and the exchange is authoritative. Same holds for prospective dates/expiries out to a rolling horizon. IIRC it's usually a few years for equity index ...


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The formula is fairly simple. Adjusted Open = Open * Adjusted Close / Unadjusted Close Adjusted High = High * Adjusted Close / Close Adjusted Low = Low * Adjusted Close / Close Adjusted volume = Volume / (Adjusted Close / Close) Since the Adjusted Close is only give to two decimal places, the accuracy is a little limited but should be OK for most stocks. ...


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