Working with Data

Harry Georgakopoulos

Chapter 3 in Quantitative Trading with R, 2015, pp 43-70 from Palgrave Macmillan

Abstract: Abstract Financial data comes in many forms and sizes. In this book, we will mostly concern ourselves with a particular class of financial data, namely, time series data. Time series data contain a time component that is primarily used as an index (key) to identify other meaningful values. Another way to think about time series data is as key-value pairs in which the key is the time, and the value is either a single entry or a vector of entries. The following table gives an idea of what a typical daily time series for the stock AAPL might look like. This data was downloaded from Yahoo1 in the form of a .csv file.

Keywords: Time Series Data; Stock Prex; Time Stamp; Implied Volatility; Data Frame (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1057/9781137437471_3

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