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What kind of index is it ? It is an index of return in very short term (overnight) EUR money markets. I.e. what European banks can earn by lending money to another European bank. Currently the rate is negative so it is not too attractive an investment :D It is probably similar to (or just another name for) Deutsche Bank EONIA Total Return Index - EUR The ...


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As clarified by you in the comments, I haven't come across duplicate tickers at least not in Bloomberg or the Indian exchange websites. Example of GOOG and GOOGL mentioned in the comment, represent Alphabet Inc Class C and Alphabet Inc Class A respectively. Class A shareholders enjoy voting rights whereas Class C shareholders don't (see here). Hence there ...


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It depends what you are doing: asset allocation, classifier/regression modelling, etc. In any case can shift the weights of the allocation, change the regressors, etc. Nevertheless, it belongs to the family of backtesting sampling bias.


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Yes, matching by strike, expiry and valuation date makes total sense. My guess is that you're only getting valuations for options that have valuations, ie options that have been written. Or at least against which the dealers have bothered to offer quotes. In which case, I suspect the mismatch you're getting is lots of calls with high strikes that have no ...


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DO NOT USE THEM. I bought a platinum membership, but I was not happy with the data they provide. There is no option to cancel the subscription - you have to write an email to them if you want to cancel it. During the last 2 weeks, I wrote 2 emails and 2 tickets through their page. They responded to none of them. Today I wrote through all communication ...


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Imagine you are an Asset Manager with Eur 1bn and you would like to retain this in as riskless and liquid means possible. What can you do? There are practically 2 things worth doing: Buy short dated AAA (German) EUR Government Bonds. These are essentially treated as riskless investments with an active and liquid secondary market. You can sell the bonds at ...


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Welcome. You're looking at 1995 data. Back then, Edgar was just coming online. They did not have documents in electronic form. If you want data that old, you may have to pay a vendor, such as S&P. If you look at the same Макдак for 2019 https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=0000063908 , everything can be downloaded.


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For more granular (tick by tick trades, full order book L2 data) try https://tardis.dev - it's an API I've build out of need of such service for my own algo backtesting.


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Preliminary Thomson Reuters Datastream is one of the most commonly used and widely accepted data-source for non-US data in empirical finance. Working with financial data is based on many filters prior to any calculations. My answer focuses especially on "data cleaning" methods for Datastream, which are published in academic journals and commonly used in ...


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