finance

问题 Closed. This question is off-topic. It is not currently accepting answers. Want to improve this question? Update the question so it's on-topic for Stack Overflow. Closed 4 years ago . I'm trying to make a stock market simulator (perhaps eventually growing into a predicting AI), but I'm having trouble finding data to use. I'm looking for a (hopefully free) source of historical stock market data. Ideally, it would be a very fine-grained (second or minute interval) data set with price and volume

问题 I was using a PHP script to convert Yahoo finance quotes to an HTML web page. But suddenly the web page stopped showing the data after a year of working perfectly and there were no code changes at all. Here is my code: <table> <tr> <?php $fp = fopen ("http://finance.yahoo.com/d/quotes.csv?s=VIP&f=l1c1p2rj1&e=.csv","r"); $data = fgetcsv ($fp, 1000, ",") ?> <td>Vimpel-Communications</td> <td><?php echo $data[0] ?></td> <td><?php echo $data[1] ?></td> <td><?php echo $data[2] ?></td> <td><?php

问题 I'm trying to web scrap some daily info of differents ETFs. I found that https://www.marketwatch.com/ have a accurate info. The most relevant info is the open Price, outstanding shares, NAV, total assets of the ETF. Here is the link for IVV US Equity: https://www.marketwatch.com/investing/fund/ivv I'm just starting to get Python experience, would like to recieve some tips and guidelines on how to start a web scraping program. I have been told BeutifulSoup is the package to use for web

问题 Can I use this google finance graph for my website ? http://1.bp.blogspot.com/_ZaGO7GjCqAI/SKLQYz3h-cI/AAAAAAAAJ-Q/CMScCQuWW1M/s640/plot-feeds-in-google-finance.png 回答1: Yes checkout the google finance api. If yu are more specific then we can help you more. 回答2: I hereby grant you the permission to do so. 来源： https://stackoverflow.com/questions/1482928/can-i-use-this-google-finance-graph-for-my-website

问题 Given a company name, say Google, I want to be able to identify the link to the company profile page in say Google Finance (eg. https://www.google.com/finance?q=NASDAQ%3AGOOG) Bloomberg (http://www.bloomberg.com/quote/GOOG:US) and extract company information eg. " Google Inc. is a global technology company that provides a web based search engine through its website. The Company offers a wide range of search options, including web, image, groups, directory, and news searches " How can I do it,

问题 I want to calculate weekly returns of a mutual fund from a time series of daily prices. My data looks like this: A B C D E DATE WEEK W.DAY MF.PRICE WEEKLY RETURN 02/01/12 1 1 2,7587 03/01/12 1 2 2,7667 04/01/12 1 3 2,7892 05/01/12 1 4 2,7666 06/01/12 1 5 2,7391 -0,007 09/01/12 2 1 2,7288 10/01/12 2 2 2,6707 11/01/12 2 3 2,7044 12/01/12 2 4 2,7183 13/01/12 2 5 2,7619 0,012 16/01/12 3 1 2,7470 17/01/12 3 2 2,7878 18/01/12 3 3 2,8156 19/01/12 3 4 2,8310 20/01/12 3 5 2,8760 0,047 The date is (dd

问题 So my client is requesting a GapFill because our sequences are off. Instead of replaying the messages I want to send a SequenceReset instead. My question is simple: What should be the message sequence of this SequenceReset I am about to send to him? I don't want my client to drop it because it does not recognize the message sequence in my SequenceReset, or detect a gap and ask for another GapFill which would put me on an infinite loop. Should I send my SequenceReset with the sequence of the

问题 I am trying to use IbPY to pull the price of a stock along with its financial statements. I'm new to python and don't entirely understand the complexities of calling some of the different methods within IbPy. I wrote some code to loop through the SP 500 and pull the bid/ask for each stock. I was hoping someone might be able to help me figure out the next step to pull the financial statements. Thoughts on the best way to do that? from ib.opt import ibConnection, message from ib.ext.Contract

问题 Well, the rule " For money, always decimal " isn't applied inside the Microsoft development team, because if it was: Namespace: Microsoft.VisualBasic Assembly: Microsoft.VisualBasic (in Microsoft.VisualBasic.dll) Financial.IPmt and all the other methods would receive/return decimal and not double as it is. Now I wonder if I can use these methods without worry with round mistakes? Should I use some other libraries to work with finances? If yes, could you point me some good ones (for C# use) ?

问题 Hi guys i would like to ask is there any way to do rolling window regressions for multiple return at once, with the dependent variable in one data frame and the regressor in the other?. i am trying to combine the rollapply and the sapply funtion to do this. So far i cant seem to make it work. For finance backgrounds: What i am trying to do is to compute the regressor for Fama-Macbeth regressions. With a rolling window that is rolled forward by 1 month to update the regressor. Different from