Data Sources

There are many sources of stock price data. The following are a few illustrative feeds with which your authors are familiar:

Thomson Reuters Machine Readable News




These sources are described subsequently.

Desirable Characteristics of Datafeeds

To be really useful, a source of price or information data should have the following characteristics:

Historical as well as current data. Without historical price data, there will be no way to evaluate or backtest strategies.

Free of survivor bias. The data should include stocks that died or were delisted, so as to avoid survivor bias, and permit testing of predictions of demise.

Ease of integration and use. The data ...

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