Questions tagged [data-mining]
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37 questions
0 votes
1 answer
104 views
What does it mean when an optimistic return forecast was due to "data mining"?
The success of backtesting supports the prediction that an adaptive trading strategy fares better than using fixed rules. It also suggests that the positive results in the literature are not due to ...
- 9
0 votes
1 answer
583 views
Where to find historical data on corporate credit ratings
I am looking for a parsed dataset with historical data for company credit ratings. I know NRSROs need to make their historical data public. I found Moody's (https://ratings.moodys.com/sec-17g-7b), S&...
0 votes
0 answers
33 views
Equities: API or Python Historical Fundamental Data Source [duplicate]
All of my API sources have gone down/gone premium/don't provide sufficient data. Does anyone know any sources (paid or free) where I can extract extensive income statements, balance sheets, etc. for ...
- 1
1 vote
0 answers
133 views
How to aggregate qualitative data?
I am trying to look for methods to aggregate and find the average of qualitative data. There are 20 qualitative measures, each divided unevenly into 4 cycles labeled 1-4. I am trying to find which ...
- 131
3 votes
1 answer
691 views
API for Commodities Stock markets
I would like to have a clear picture about lithium investments all over the World. I like this website where I can see all companies related to lithium on the Australian Market. The website also ...
0 votes
0 answers
53 views
Is this pattern for high trade prices in the NKE NYSE data correct?
The question is whether the pattern described here actually exists in the NYSE historical data for NKE (Nike). In over 63% of cases, HighTradePrice achieved between ...
- 1
1 vote
1 answer
1k views
Using Quandl Continuous Contracts
I am trying to use Quandl data futures for backtesting some trading scenarios, specifically Wiki Continuous Futures. Following the documentation, I understand that the data-set contains continuous ...
- 123
1 vote
0 answers
39 views
Where to find a list of all the operable exploration / mining companies conducting operations in Canada [closed]
Looking to create a database firstly of all the exploration / mining companies conducting research in Canada. TSX and TSX-V have very nice spreadsheets with several filtering operations, which is very ...
- 11
0 votes
1 answer
84 views
Comprehending Corr heatmap from multiple trials of investment strategy (Paper)
Can someone please explain the heatmap of Corr from backtests in this research paper ? A Data Science Solution to the Multiple-Testing Crisis in Financial Research - Lopez De Prado (2019) - (Exhibit #...
- 23
1 vote
0 answers
106 views
What can one do with cross-sectional relationships? [closed]
This is somewhat of a broad question, but I think we all would like to find signals that predict something in the future. However, often times, we are just left with cross-sectional relationships (...
- 727
0 votes
1 answer
208 views
Unsupervised learning for portfolio construction
Are there techniques or models in finance that (unlike supervised learning where input data such as returns and volatility is estimated making the asset allocation data-driven) allow for portfolio ...
- 3,140
0 votes
1 answer
76 views
How do you build a model with uncertain time range?
Let's say you want to test the hypothesis that given a signal reaches some threshold, some asset will have some return over the next period. Here we have two unknowns. One, the value of your ...
- 727
0 votes
1 answer
212 views
How Can I Use Python and Data Science in my Personal Trading? [closed]
I started learning about the stock market during the Pandemic. I don't necessarily think to be a quant but I'd like to atleast use my skills in programming in python, data visualization, (i don't ...
1 vote
0 answers
355 views
Process Transforms (Fractional Difference)
Let's say I have a process $X_t$ with unknown variance process $V_t$. Then, I write $\mathrm{EMA}[X_t]$ to be the 5 sec exponential moving average of $X_t$. Consider the transformation $$\sum (X_t-\...
- 21
0 votes
3 answers
3k views
How to get know when CUSIP is changed
CUSIP code is not a constant, it could be changed. Does anybody know how to detect a CUSIP change? Is there any report with this info? Where can i find it? Thank you.
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