As a technical tip for all you budding Quants out there, here is an interesting blog called The R Trader which caters to the quantitative trading/investment industry in general and folks using R in particular. I stumbled across this blog with this recent post: Financial Data Accessible from R which includes a useful table of data sources. I actually had a need for this list a couple of months ago when I was developing a Principal Component Analysis (PCA) algorithm to to track the Dow Jones index using ETFs. I used Yahoo Finance (one of the sources in the list) for this and it worked great.
Tech Tip: Financial Data Accessible from R
October 9, 2013 by Leave a Comment