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DDM definitely used in practice. Probably the Two Stage Dividend Discount model is used more often that the 1 stage or Gordon model described in the Wikipedia article. From time to time there are surveys of techniques used by equity analysts, for example Equity Valuation: A Survey of Professional Practice by G. Pinto (2005), SSRN 2657717. You can see some ...


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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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Perhaps someone assumed that there are 250 trading days per year for this time series instead of 252.


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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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If you only need end-of-day data then Google or Yahoo finance will should be fine. If you are looking for intraday data then there are only paid sources. Tickdata.com has good global coverage for tick-level data but it is expensive. You might try eoddata.com if you only need 1-min bars and higher as they have good global coverage and reasonable prices.


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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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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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