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I have a job where I get to use my data skills too rarely, I'm looking for a more OR related job while I finish my masters. To keep me busy while I reel in that perfect job I was thinking of setting up some problems for myself in order to develop my skills etc. I need some problems and some data, so my first thought was the stock market. I've done a little googling around for a good dataset to download or purchase and have some potentials, but I thought I would reach out to this community in case somebody "in the know" has any advice. My first thoughts are on the obvious metrics (open price, close price, high, low etc.) As I get more sophisticated though I'll probably wish I had data on things like company fundamentals, volume, and some stuff I haven't thought of yet. I'd like to publish my final analyses on a blog so the dataset I end up with needs to permit that type of use (charts, summarized statistics etc.) Any guidance? |
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You may take a look at "Q: Where can I get large datasets open to the public?" @ Quora. [The "tl;dr" version: Try InfoChimps (first).] Furthermore: Here's a quick note about how to gather stock market data through Yahoo's Finance API. Wow, a treasure trove. Thanks. I built a process to scrape a ton of data off of Yahoo's API, but struggled with the list of tickers to feed it, mainly because of delisted companies.
(Feb 22 at 17:16)
austinboston
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If you are venturing into stock-market related stuff, I suggest you participate or at least follow the discussions at http://quant.stackexchange.com/. I have found that the questions are intelligent and relevant, and answers high quality. More specific to your question, look at the thread in this URL. It has range of answers covering various options. That is exactly what I'm looking for. It is going to take me a while to investigate all those, but looking good so far. Thanks!
(Feb 22 at 18:21)
austinboston
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There was a thread on OR Exchange a while back on a related theme -- data mining competition involving the stock market. It might be of use to you: link text Thanks, that doesn't give me the data I need, but is very interesting. I plan on using R to do my analysis, so I plan on looking closely at that code.
(Feb 22 at 15:15)
austinboston
You're welcome - I posted it mainly because of the similar application area. Not sure if you noticed them, but there does appear to be data sets at the associated link from that thread (http://www.kaggle.com/c/informs2010/data)
(Feb 22 at 15:33)
AndyT
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I don't have an answer, but be sure to add yourself to the list of ORMS blogs when it happens :-)