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As you mentioned, there are different ways to define peaks. One method is implemented in function streaks in package PMwR. The function will look for phases of up or down movements that are not interrupted by countermoves of a specified size. The peaks and troughs are then the extreme points of those phases. Here is an example: library("quantmod") ...

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FINRA publishes a start-of-day and end of day file containing the symbol and issuer of all NMS securities. https://www.catnmsplan.com/reference-data https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_SOD.txt https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_EOD.txt Due to the relevance of these files ...

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QuantRocket supports this. The usage guide explains how to get comprehensive lists of symbols for numerous global exchanges. Disclaimer: I am affiliated with QuantRocket.

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Assume that you did $N = 10^6$ Bernoulli trials. These trials can end up in one of two states up and down. In the "up" case the stock is worth \$105. Assume that we have a total of$U$up cases. In the "down" case the stock is worth \$97. Assume that we have a total of $D$ down cases. Clearly $U + D = N$. This means that a proportion of $\frac{U}{N}$ of ...

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Forgot this question, in case someone has the same problem: With a little bit of python code you can download all stock tickers from an index (e.g. Wikipedia or other sources) and create a text file, which you then can use in CRSP. However, if you want the individual weights of the different constituents it's a lot harder. You either need access to a ...

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The list of Russell 2000 stocks are available under the 'Detailed Holdings and Analytics' section here: https://www.ishares.com/us/products/239710/ishares-russell-2000-etf#Holdings Just clicking that downloads a CSV file.

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