For data analysts like myself, one of the most useful pages on any blog resides on this website. The comprehensive list of data sites Andreas put together is indispensable because finding numerical data online, even though it is abundant, is so difficult and time consuming.
Looking at financial instruments, one often finds the term implied volatility. In this post, we want to describe what it is and what you can do with it. We start refreshing the term historical volatility and then we explain the implied volatility. An example of German DAX with real data concludes this post. Historical Volatility […]
There are many free data sources: In a previous post, I published a list a free market data sources. Now, I would like to point you to an interesting project: WIKIPOSIT. This project aggregates many data sources such that you can access market data and other statistics with a simple API. Or, you can export […]
Often people ask me where they can find historical data of stock prices, commodities, interest-rates, bonds, fx rates … . In previous posts, we already looked at live data feeds for Matlab, and Excel. Then, we looked at how to load historical data. Now, we want to focus on where to get the data itself.
This is a though one… Everybody wants real time market data – in MS Excel, in Matlab, in Java, in Theta Suite etc. But, obtaining market data is very hard and cost intensive because the stock exchanges do not want to provide real-time data for free. Ok, but what can you do about it?
