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 <[email protected]> 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 <[email protected]> > 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: [email protected] >> To: [email protected]; [email protected] >> 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 <[email protected]> wrote: >> >> From: Ralph Vince <[email protected]> >> Subject: [R-SIG-Finance] Equities Data >> To: [email protected] >> 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 >> >> _______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. >> >> [[alternative HTML version deleted]] >> >> >> _______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. >> [[alternative HTML version deleted]] >> >> _______________________________________________ >> [email protected] mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions >> should go. > > _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
