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Market Data Explained

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MDDL and the Quest for a Market Data Standard

MDDL and the Quest for a Market Data Standard Book
Author : Martin Christopher Sexton
Publisher : Elsevier
Release : 2011-02-23
ISBN : 9780080551777
Language : En, Es, Fr & De

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Book Description :

The aim of this book is to provide an objective vendor independent assessment of the Market Data Definition Language (MDDL), the eXtensible Mark-up Language (XML) standard for market data. Assuming little previous knowledge of the standard, or of systems networking, the book identifies the challenges and significance of the standard, examines the business and market drivers and presents decision makers with a clear, concise and jargon free read. Technical material is set off so that Systems Analysts are provided with an explanation to the standard’s business terms, context and deep hierarchical structure thus enabling them to create MDDL compliant interfaces. In this way, the book confers the knowledge to enable business and technology professionals to converse comfortably regarding financial systems integration. First book to present the business case for MDDL adoption and implementation Identifies the challenges and significance of the standard, examines the business and market drivers and presents decision makers with a clear, concise and jargon free read Technical material is set off from the text for systems analysts and provides comprehensive explanations of terms, context and deep hierarchical structure, thus enabling them to create MDDL compliant interfaces

Market data explained a practical guide to global capital markets information

Market data explained   a practical guide to global capital markets information Book
Author : Marc Alvarez
Publisher : Unknown
Release : 2007
ISBN : 9780080973944
Language : En, Es, Fr & De

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Book Description :

Download Market data explained a practical guide to global capital markets information book written by Marc Alvarez, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

High frequency Financial Market Data

High frequency Financial Market Data Book
Author : Owain Ap Gwilym,Charles E. T. Sutcliffe
Publisher : Unknown
Release : 1999
ISBN : 9781899332496
Language : En, Es, Fr & De

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Book Description :

A consideration of the sources, management, manipulation and uses of high-frequency financial market data. It applies HFD to model development for data analysis, trading, forecasting and risk management. Future trends are covered, and there is a bibliography of the literature.

Market Data Explained

Market Data Explained Book
Author : Marc Alvarez
Publisher : Elsevier
Release : 2011-04-01
ISBN : 0080465781
Language : En, Es, Fr & De

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Book Description :

Market Data Explained is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as “market data , the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today’s business environment. The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model – a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops. Special features: 1. Uniqueness – this is the first comprehensive catalog and taxonomy to be made available for a business audience 2. Industry Acceptance – the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms 3. Comprehensiveness – there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources 4. Independence – the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry First and only single, comprehensive desk reference to market data produced by the global capital markets on a daily basis Provides a comprehensive catalog of the market data and a common structure for navigating the complex content and interrelationships Provides a common taxonomy and naming conventions that handles the highly varied, geographically and language dependent nature of the content

Time Series Analysis of Stock Market Data

Time Series Analysis of Stock Market Data Book
Author : Ioannis Tsiantas,University of Manchester Institute of Science and Technology. Department of Mathematics
Publisher : Unknown
Release : 1995
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Time Series Analysis of Stock Market Data book written by Ioannis Tsiantas,University of Manchester Institute of Science and Technology. Department of Mathematics, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Market Data Analysis Using JMP

Market Data Analysis Using JMP Book
Author : Walter R. Paczkowski
Publisher : SAS Institute
Release : 2016-12-19
ISBN : 1629604879
Language : En, Es, Fr & De

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Book Description :

With the powerful interactive and visual functionality of JMP, you can dynamically analyze market data to transform it into actionable and useful information with clear, concise, and insightful reports and displays. Market Data Analysis Using JMP is a unique example-driven book because it has a specific application focus: market data analysis. A working knowledge of JMP will help you turn your market data into vital knowledge that will help you succeed in a highly competitive, fast-moving, and dynamic business world. This book can be used as a stand-alone resource for working professionals, or as a supplement to a business school course in market data research. Anyone who works with market data will benefit from reading and studying this book, then using JMP to apply the dynamic analytical concepts to their market data. After reading this book, you will be able to quickly and effortlessly use JMP to: prepare market data for analysis use and interpret sophisticated statistical methods build choice models estimate regression models to turn data into useful and actionable information Market Data Analysis Using JMP will teach you how to use dynamic graphics to illustrate your market data analysis and explore the vast possibilities that your data can offer!

Download Market Data

Download Market Data Book
Author : Marchelle Gantzler
Publisher : Unknown
Release : 2021-08-14
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

In finance, market data is price and trade-related data for a financial instrument reported by a trading venue such as a stock exchange. A quick-start guide to downloading market data from leading data vendors such as Bloomberg, Reuters, and Markit. As accurate and up-to-date market data has started to become available from several Internet sites in recent years., we also explore these important and growing new sources of information such as Google and Yahoo Finance, and Qaundl. Throughout the book, many useful source code examples using Excel/VBA are shown and explained.

Quantitative Analysis of Market Data

Quantitative Analysis of Market Data Book
Author : Adam Grimes
Publisher : CreateSpace
Release : 2015-03-19
ISBN : 9781511557313
Language : En, Es, Fr & De

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Book Description :

Traders who understand the statistics and probabilities behind the movements of financial markets have to tools to find an enduring trading edge. This book is written to be accessible to the trader without a heavy mathematical background, and works toward a deep, intuitive understanding of statistical tools applied to market data. Avoid common missteps and develop the skills to put the odds in your favor.

Market Data Analysis Using JMP Hardcover edition

Market Data Analysis Using JMP  Hardcover edition  Book
Author : Walter R. Paczkowski
Publisher : SAS Institute
Release : 2018-02-05
ISBN : 1629604852
Language : En, Es, Fr & De

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Book Description :

With the powerful interactive and visual functionality of JMP, you can dynamically analyze market data to transform it into actionable and useful information with clear, concise, and insightful reports and displays. Market Data Analysis Using JMP is a unique example-driven book because it has a specific application focus: market data analysis. A working knowledge of JMP will help you turn your market data into vital knowledge that will help you succeed in a highly competitive, fast-moving, and dynamic business world. This book can be used as a stand-alone resource for working professionals, or as a supplement to a business school course in market data research. Anyone who works with market data will benefit from reading and studying this book, then using JMP to apply the dynamic analytical concepts to their market data. After reading this book, you will be able to quickly and effortlessly use JMP to: prepare market data for analysis use and interpret sophisticated statistical methods build choice models estimate regression models to turn data into useful and actionable information Market Data Analysis Using JMP will teach you how to use dynamic graphics to illustrate your market data analysis and explore the vast possibilities that your data can offer!

An Application of Factor Analysis for Stock Market Data

  An   Application of Factor Analysis for Stock Market Data Book
Author : Xiaomei Chen
Publisher : Unknown
Release : 2012
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download An Application of Factor Analysis for Stock Market Data book written by Xiaomei Chen, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Derivatives Analytics with Python

Derivatives Analytics with Python Book
Author : Yves Hilpisch
Publisher : John Wiley & Sons
Release : 2015-08-03
ISBN : 1119037999
Language : En, Es, Fr & De

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Book Description :

Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply Python to advanced data and derivatives analytics as you benefit from the 5,000+ lines of code that are provided to help you reproduce the results and graphics presented. Coverage includes market data analysis, risk-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic volatility, jump components, stochastic short rates, and more. The companion website features all code and IPython Notebooks for immediate execution and automation. Python is gaining ground in the derivatives analytics space, allowing institutions to quickly and efficiently deliver portfolio, trading, and risk management results. This book is the finance professional's guide to exploiting Python's capabilities for efficient and performing derivatives analytics. Reproduce major stylized facts of equity and options markets yourself Apply Fourier transform techniques and advanced Monte Carlo pricing Calibrate advanced option pricing models to market data Integrate advanced models and numeric methods to dynamically hedge options Recent developments in the Python ecosystem enable analysts to implement analytics tasks as performing as with C or C++, but using only about one-tenth of the code or even less. Derivatives Analytics with Python — Data Analysis, Models, Simulation, Calibration and Hedging shows you what you need to know to supercharge your derivatives and risk analytics efforts.

Accurate Market Data

Accurate Market Data Book
Author : Dalia Stanovich
Publisher : Independently Published
Release : 2021-08-16
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

In finance, market data is price and trade-related data for a financial instrument reported by a trading venue such as a stock exchange. A quick-start guide to downloading market data from leading data vendors such as Bloomberg, Reuters, and Markit. As accurate and up-to-date market data has started to become available from several Internet sites in recent years., we also explore these important and growing new sources of information such as Google and Yahoo Finance, and Qaundl. Throughout the book, many useful source code examples using Excel/VBA are shown and explained.

A Concise Guide to Market Research

A Concise Guide to Market Research Book
Author : Erik Mooi,Marko Sarstedt
Publisher : Springer Science & Business Media
Release : 2011-02-01
ISBN : 3642125417
Language : En, Es, Fr & De

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Book Description :

This accessible, practice-oriented and compact text provides a hands-on introduction to the principles of market research. Using the market research process as a framework, the authors explain how to collect and describe the necessary data and present the most important and frequently used quantitative analysis techniques, such as ANOVA, regression analysis, factor analysis, and cluster analysis. An explanation is provided of the theoretical choices a market researcher has to make with regard to each technique, as well as how these are translated into actions in IBM SPSS Statistics. This includes a discussion of what the outputs mean and how they should be interpreted from a market research perspective. Each chapter concludes with a case study that illustrates the process based on real-world data. A comprehensive web appendix includes additional analysis techniques, datasets, video files and case studies. Several mobile tags in the text allow readers to quickly browse related web content using a mobile device.

Stock Market Analysis Using the SAS System

Stock Market Analysis Using the SAS System Book
Author : Anonim
Publisher : Sas Inst
Release : 1995-01-01
ISBN : 9781555442224
Language : En, Es, Fr & De

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Book Description :

Improve your market timing and investment strategies by using SAS for technical analysis of stock market data. Numerous step-by-step examples show you how to generate practical results easily and quickly. Topics include forecasting with time-series models, using crossover models to generate trading signals, calculating and using of price and volume rates of change, momentum and relative strength indicators, and a variety of other indicators. This book is designed for users with little previous experience with SAS who want to perform technical analysis of stock market data.

The German Power Market Data Collection for Model Analysis

The German Power Market  Data Collection for Model Analysis Book
Author : J. Munksgaard,K. Alsted Pedersen,J. Ramskov
Publisher : Unknown
Release : 2000
ISBN : 9788775096442
Language : En, Es, Fr & De

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Book Description :

Download The German Power Market Data Collection for Model Analysis book written by J. Munksgaard,K. Alsted Pedersen,J. Ramskov, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

High frequency data analysis

High frequency data analysis Book
Author : Nadine Hirte
Publisher : GRIN Verlag
Release : 2004-06-23
ISBN : 3638285227
Language : En, Es, Fr & De

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Book Description :

Seminar paper from the year 2003 in the subject Statistics, grade: 2.0 (B), European University Viadrina Frankfurt (Oder), language: English, abstract: Today the financial market becomes more complex and includes more competition. Reasons are trends like globalization, liberalization and lower-cost trading mechanism. The market microstructure research has the aim of an efficient market. It is focused on the structure of the financial market. The investigation becomes possible through the availability of high- frequency data. Those data exist especially in the United States and like that most of the research focuses this market. To explain the phenomena, which have been found adequate, models that fit the characteristics of high- frequency data have to be developed. The research is important to understand actions on the market as well as develop new efficient mechanism. One part of the market microstructure field is the bid-ask spread. It will be focus of this paper. In the first two parts it will be discussed theoretically. In the last part one model will be empirically analyzed and tested on its usefulness and validity. The second part of this paper explains the basic elements surrounding the research of bid-ask spread. Those are the financial market, market microstructure as well as high-frequency data. In the following part the bid-ask spread itself, approaches, researches and models focussing the spread will be discussed. The model of Roll (1984) will be explained in detail. The last part will be the empirical analysis of the model of Roll. It is analyzed with data from the NASDAQ.

Analysis and Interpretation in Qualitative Market Research

Analysis and Interpretation in Qualitative Market Research Book
Author : Gill Ereaut
Publisher : SAGE
Release : 2002-07-18
ISBN : 1848600771
Language : En, Es, Fr & De

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Book Description :

'Anyone using, practising or teaching qualitative research will find in this series a treasure-house of ideas, techniques and issues. This is a -must-have-' - Admap 'this is one of the best texts on the subject I've come across and I did find some of the content truly inspirational' - Mick Williamson, Creative Director, TRBI for in Brief magazine 'It will be essential reading for anyone involved with qualitative market research' - David Barr, Director General of the Market Research Society 'An ideal resource for people aiming for a qualitative market research career, for academics interested to know more about an important field of application for qualitative research methods, or for those who are already engaged in the field and who wish to update their skills and reflect on their practice and profession' - Nigel Fielding, University of Surrey Qualitative Market Research is a landmark publishing event. The seven volumes provide, for the first time, complete coverage of qualitative market research practice, written by experienced practitioners, for both a commercial and academic audience. The set fills two important market gaps: it offers commercial practitioners authoritative source texts for training and professional development; and provides students and researchers with an account of qualitative research theory and practice in use today. Each book cross-references others in the series, but can also be used as a stand-alone resource on a key topic. The seven books have been carefully structured so as to be completely accessible in terms of language, use of jargon and assumed knowledge. Experienced market researchers will find the tools to help them critically evaluate their own work. Those new to market research will be provided with a complete map of qualitative market research theory and practice (including brands and advertising theory) and the stimulation to discuss and learn more with tutors and practitioners. Qualitative Market Research will be an invaluable resource for academic and professional libraries, commercial market researchers, as well as essential reading for students in market research, marketing and business studies.

A Concise Guide to Market Research

A Concise Guide to Market Research Book
Author : Marko Sarstedt,Erik Mooi
Publisher : Springer
Release : 2014-07-29
ISBN : 3642539653
Language : En, Es, Fr & De

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Book Description :

This accessible, practice-oriented and compact text provides a hands-on introduction to market research. Using the market research process as a framework, it explains how to collect and describe data and presents the most important and frequently used quantitative analysis techniques, such as ANOVA, regression analysis, factor analysis and cluster analysis. The book describes the theoretical choices a market researcher has to make with regard to each technique, discusses how these are converted into actions in IBM SPSS version 22 and how to interpret the output. Each chapter concludes with a case study that illustrates the process using real-world data. A comprehensive Web appendix includes additional analysis techniques, datasets, video files and case studies. Tags in the text allow readers to quickly access Web content with their mobile device. The new edition features: Stronger emphasis on the gathering and analysis of secondary data (e.g., internet and social networking data) New material on data description (e.g., outlier detection and missing value analysis) Improved use of educational elements such as learning objectives, keywords, self-assessment tests, case studies, and much more Streamlined and simplified coverage of the data analysis techniques with more rules-of-thumb Uses IBM SPSS version 22

Nonlinear Time Series Analysis of Artificial Financial Market Data

Nonlinear Time Series Analysis of Artificial Financial Market Data Book
Author : Todd D. Kaplan
Publisher : Unknown
Release : 2002
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Nonlinear Time Series Analysis of Artificial Financial Market Data book written by Todd D. Kaplan, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Data Expert Knowledge and Decisions

Data  Expert Knowledge and Decisions Book
Author : Wolfgang Gaul,Martin Schader
Publisher : Springer
Release : 2012-01-07
ISBN : 9783642734915
Language : En, Es, Fr & De

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Book Description :

Cross-disciplinary research on how computer-assisted decision making can be supported by sophisticated data analysis techniques and recent developments in knowledge-based systems research are described in this volume, with emphasis on marketing applications. Aspects dealt with include market-share analysis (spreadsheet based), media planning, stochastic market modelling, marketing data analysis and new product introduction management (all knowledge-based, partly using PROLOG). These contributions emphasize links between decision support, expert knowledge research and marketing. Other application areas are debt and credit management and personnel disposition (KEE based), portfolio management (PROLOG based) and vehicle scheduling. Concrete interconnections between data analysis and marketing can be seen in the contributions on classification and unfolding of market data, market segmentation by forced classification, conjoint analysis applications, ideal point product mapping, MDS in telecommunications pricing and multi-mode marketing data evaluations.