[R-SIG-Finance] Equities Data

Ralph Vince rvince99 at gmail.com
Thu Sep 6 15:00:51 CEST 2012


Hi Sidarth,

I don't promote any criterion per se, but rather promote satisfying
YOUR criteria based on where you (unavaoidably!) are and what path you
are unavoidably travelling in the N (component, i.e. axes) of the N+1
dimensional space of leverage space. Ralph Vince

On Thu, Sep 6, 2012 at 5:24 AM, sidharth mallik <htrahdis at gmail.com> wrote:
> Hi Ralph
>
> are you the same Ralph Vince who promotes the optimal f criterion ?
>
> cheers
> Sidharth
>
>
> On Thu, Sep 6, 2012 at 1:33 PM, julien cuisinier <j_cuisinier at hotmail.com>
> wrote:
>>
>>
>> Hi Ralph,
>>
>>
>> You question does not have much to do with R...
>>
>> BUT your question must be much more specific than that to have meaningful
>> replies:
>> (1) what data are you after (prices? intraday or end of day?,
>> fundamentals?,, etc.)
>> (2) what is your budget if any >> if unlimited buddget just get a Factset
>> or bloomberg license (the ones I know best) and you are covered. If you are
>> after free data, well look at quantmod & its API to yahoo finance (which
>> does split adjustment), google finance etc., if personal use kind of budget
>> & only looking for end of day prices (& may be some fundamentals) I had a
>> look at eoddata.com some time ago & found it good value for money (never
>> compared to BBG / Factset like though) and I believe they do provide
>> corporate action info
>>
>>
>> HTH,
>> Julien
>>
>>
>>
>> Date: Wed, 5 Sep 2012 23:17:28 -0700
>> From: junzhu98 at yahoo.com
>> To: r-sig-finance at r-project.org; rvince99 at gmail.com
>> Subject: Re: [R-SIG-Finance] Equities Data
>>
>> For US market, a good source of equity data is from CRSP of University of
>> Chicago.  The data is historical only and well cleaned. It costs about
>> 20-30k per year.
>> For global equity data, bloomberg and reuters are two good sources.
>> J. Zhu
>>
>> --- On Wed, 9/5/12, Ralph Vince <rvince99 at gmail.com> wrote:
>>
>> From: Ralph Vince <rvince99 at gmail.com>
>> Subject: [R-SIG-Finance] Equities Data
>> To: r-sig-finance at r-project.org
>> Date: Wednesday, September 5, 2012, 8:39 PM
>>
>> I'm looking for a reliable vendor of equity data, one that also
>> provides information regarding corporate actions (dividends, splits,
>> ex-dates, etc). Anyone know of any good sources? R. Vince
>>
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>
>



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