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Mastering R for Quantitative Finance by Edina Berlinger, Ferenc Illés, Milán Badics, Ádám Banai, Gergely Daróczi, Barbara Dömötör, Gergely Gabler, Dániel Havran, Péter Juhász, István Margitai, Balázs Márkus, Péter Medvegyev, Julia Molnár, Balázs Árpád Szűcs, Ágnes Tuza, Tamás Vadász, Kata Váradi, Ágnes Vidovics-Dancs

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Collecting data

Building the required database could be one of the biggest challenges. Here, we do not only need dividend-adjusted price quotes but also financial statements data. Chapter 4, Big Data – Advanced Analytics described how to access some of the open data sources, but those rarely offer you all the required information in a package.

Another option might be to use professional financial data providers as a source. These platforms allow you to create tailor-made tables that can be exported to Microsoft Excel. For the sake of this chapter, we used a Bloomberg terminal. As a first step, we exported the data to Microsoft Excel.

Spreadsheets may be an excellent tool to build a database of data collected from different sources. No matter how ...

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