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How can I visualize my model data in an interactive webpage?
A brilliant website is the perfect example for user friendly interactive data visualization: Gapminder. This website presents statistical data about the countries of the world and how it changes in...
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Back to data visualization: “Trendy” Matlab.
There is an interesting and brand new project from The MathWorks: Trendy. Matlab Trendy is new and interesting There are many free data sources available on the web. But, often these data sources do...
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The Price of Gold is Constantly Rising. Or, is Money Just Losing its Value?
In the last decade, gold constantly rose in value. In this post, we will use public data to look into the value relationship of gold and money. Value of gold measured in different currencies Gold is...
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Comprehensive List of Free Historical Market Data Sources
Often people ask me where they can find historical data of stock prices, commodities, interest-rates, bonds, fx rates … . In previous posts, we already looked at live data feeds for Matlab, and Excel....
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Sell in May and Go Away But Remember to Come Back in September. Really?
Sell in May and go away is an old wisdom which is interesting to analyze. And the continuation “Remember to come back in September” completes this wisdom to a real trading strategy. This strategy is...
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The Easiest Back-Testing of Trading Strategies: MS Excel Pivot Table!
Before using specialized tools for back-testing I propose that one tries the MS Excel Pivot Table first. The pivot table tool is great for inspection, filtering and analyzing large data sets. In this...
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Is there an esay way to get public web data into Excel ?
There are many free data sources: In a previous post, I published a list a free market data sources. Now, I would like to point you to an interesting project: WIKIPOSIT. This project aggregates many...
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What is Historical Volatility and Why Do We Need Implied Volatilities?
Looking at financial instruments, one often finds the term implied volatility. In this post, we want to describe what it is and what you can do with it. We start refreshing the term historical...
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Quandl: A Wikipedia for Numerical Data
For data analysts like myself, one of the most useful pages on any blog resides on this website. The comprehensive list of data sites Andreas put together is indispensable because finding numerical...
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Historical performance lies! Beware of survivor bias.
Often you find studies how well a specific fund or trading strategy has performed. You must be aware of the fact that basically all studies based on historical data lie – or at least do not tell the...
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25 Years German DAX: A success story?
On July 1st, 1988 German DAX was published. It was not only an index of the German stock market: It introduced a new methodology computing a stock market index. The German DAX was the first popular...
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VDAX revisited – Implied volatility return vs. Index Return
Last time we looked at implied volatility, we found a close relationship between historical volatility and implied volatility. This time, we want to look at the relative changes of DAX and VDAX and...
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How can I get data from a website in my Excel/Matlab/R etc? Try Magic!
Since I am always looking for new handy tools, I found a cool way scraping data from websites: “Magic” from import.io Ltd. Import.io website One-click data extraction This service provides a simple...
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