One thing CASTrader will eventually consume in abundance is data. In preparation, I thought I'd start a category to catalog sources of data. I don't vouch for any of these, they're just on my list for investigation.
Downloading Economic and Financial Data from the Internet. This paper shows how to use Rmetrics to download quote data from Yahoo! quotes and econometric data from economagic.com, which supposedly has 100,000 economic time series avaliable. Wow, that would keep a number-cruncher busy for awhile. According to their website, Rmetrics is:
the premier open source solution for financial market analysis and valuation of financial instruments. With hundreds of functions build on modern and powerful methods Rmetrics combines explorative data analysis and statistical modeling with object oriented rapid prototyping. Rmetrics is embedded in R, both building an environment which creates especially for students and researchers in the third world a first class system for applications in statistics and finance. Rmetrics allows you to study all the source code, so you can find out precisely which variation of the algorithm or method has been implemented. This let's you understand what the source code does. Thus Rmetrics can be considered as a unique platform ideally suited for teaching financial engineering and computational finance.
Rmetrics runs in "R", which according to their website:
R provides a wide variety of statistical (linear and nonlinear modelling, classical statistical tests, time-series analysis, classification, clustering, ...) and graphical techniques, and is highly extensible. The S language is often the vehicle of choice for research in statistical methodology, and R provides an Open Source route to participation in that activity.
Estimating world GDP, from 1,000,000 years ago, no less.
Comprehensive economics data sources on the web - University of Michigan
Quite a bit of free high frequency data is available from Dukascopy, a Swiss brokerage house
Resources for economists on the internet
SMTM Perl/Tk Global stock ticker See also beancounter, rquantlib, and quantian
Economics data and information links - University of Omaha
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