Statistical data gather for you

MarkBrezina

New Member
Dear everyone.

While all of you might have been looking away, I've settled down with my trusty excel and done the following.
1st of May, Called up as many banks, investment firms and research firms as possible.
More than 40 larger organizations have already had my call or gotten an email from me. I still have large number to go and will sadly not have time to call or produce emails before the weekend is upon us. If any of you have already been contacted by me, ask your receptionist if anyone from Denmark called during the week or check your company email addresses, I'm sure to have had an email going to your company if it's anywhere on the top 10 list found on google.

I'm doing this to better understand what all of us are thinking about and what we might be capable of doing to develop ourselves in regards to finance, I've used the search engines on the quantforums Wilmotts and QuantNET to research the following.
What is the difference between the new comers and the pros?
What mathematics, programming and general expertise divides the two groups?
What topics do the new comers look at? What do the pros look at? What do the pros of the pros look at?
How well connected is the quants community to reality? Do they interact with the more down to earth parts of the financial world? Brokers, other researchers and consumers?

Going forward I will also be doing research from two more perspectives, I will be seeking out brokers, government connections such as the FED, taxing departments in my own country and ECB, alongside those I'll be adding on technical analysts to correspond expertise areas from Quants and Technical analysts.

1. Absorb, store and process all the necessary data from Broker and investment researcher sites and forums, via FB, forums and other sites(to be found soon)
Ask the brokers, investment researchers and others about the following in simple terms
What mathematics do you use for understanding the financial markets?
How exposed to news, psychology, interpersonal relations, poltics and the consumers are you?
Are you well connected with the other groups Quants, brokers, Investment researchers?
What topics are trending for these groups? In here it's maths and particularly SDEs PDEs stochastics, what turns the crank for brokers, investment researchers and so on, is there anything to be learned?
What do these people look at mostly?

2. After gathering data I will start crunching on the following major topics
What do everybody look at collectively as in data? Where do they find it?
Are there differences? Are they Major? Could any particular group become better?
What Major topics fills the heads of everyone? Volatility? Risk? Crisis? Debt?
Who is most exposed to the real world? Who could take being exposed a little more?
What are the forefronts? And who are the front runners?

When I move along on all of this I will be updating my statistics and diagrams everywhere to keep all of you updated with what I find. I won't promise beauty in my diagrams and statistics, but I will move towards getting them to look better as I reach the finishing line. I also have put out a series of questions on a large number of forums, if any of you stumble across one of those. PLEASE! Do reply

Best regards Mark Brezina
 

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MarkBrezina

New Member
Furthermore, all of the big fellas Like Amin, Cuchulainn, Alan, Ppauper, ISayMoo, Outrun, Katastrofa, Paul and Bearish at Wilmott's forum.
These people have more than 1000 posts, thereby one could assume they're experienced in compare to a newbie like myself with 2 posts.
I have yet to search through QuantNETs forum in regards to the big fellas

The common technical trend topics in their posts are SDEs(statistical/stochastic differential equations), ODEs, PDEs, software development, Machine Learning, Neural Networks and AIs. Perhaps even differential geometry, topology and very high order maths

Meanwhile the students might focus on the following. Statistics, distributions, probability and perhaps very slightly PDEs and stochastic variables.
The students therefore have to understand the following, it's not ONLY about statistics
 
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MarkBrezina

New Member
If any of you would like for me do any more on these subjects.

Please do take the time to, very briefly, reply to my question in the student forum section.

It might be quite hilarious to you that anyone would poke around like this. But this is dead serious to me. I will find the information I want, with or without your help. So! Please reply quite briefly, because I have near impossible amounts of data and only myself + my excel.

Best regards Mark Brezina
 

MarkBrezina

New Member
The majority of you guys use C++ or Python,
You want intraday, daily or monthly, high-frequency if possible and realtime.
the data and information gathering pages you use are

For newbies(like myself) Articles | QuantStart
World bank data yty GDP growth (annual %) | Data
Tradingview Free Stock Charts, Stock Quotes and Trade Ideas most used by respondends in FB group Stock Market Investment - UK Traders
Yahoo Finance Yahoo Finance - Business Finance, Stock Market, Quotes, News
Historical FX Rates: http://oanda.com/convert/fxhistory
Historical intraday 6 ways to download free intraday and tick data for the U.S. stock market
Historical MIXED data Historical Intraday Market Data | Pi Trading
Historical MIXED data Kibot - Historical Intraday Data
Forex Forex trading with Forexite
Forex historical data GAIN Capital Rate Data Archive
Forex Metatrader data Tradeworks Software
Dataset company QuantQuote - Historical Intraday Stock Data
MIXED https://www.alpari.com/en/
Everything economics http://www.economagic.com/
Economic data http://econompicdata.blogspot.com/
Real time Equities data http://www.iqfeed.net/QCollector/index.cfm?displayaction=data&section=services
Historical Stock Prices: http://finance.yahoo.com/q/hp?s=yhoo
Recent LIBOR rates: http://www.bba.org.uk/public/libor/
Some Implied Volatilities: http://www.ivolatility.com
Delayed Commodities: http://www.liffe-commodities.com/
US Fundamentals: http://www.sec.gov
Economic data:UK: http://www.statistics.gov.uk
US: http://www.census.gov , http://www.bls.gov , http://www.federalreserve.gov , http://www.ssa.gov , http://www.treasury.gov
Dukascopy https://www.dukascopy.com/swiss/english/home/
Gilts https://www.macs.hw.ac.uk/~andrewc/gilts/
The financial forecast center https://www.forecasts.org/
U.S treasury bonds futures https://www.cmegroup.com/trading/interest-rates/us-treasury/30-year-us-treasury-bond.html
Berkeley Options Database with high quality data, only available at universities and years 1976-1997
Wolframalpha, all sorts of knowledge, maths, physics, etc. https://www.wolframalpha.com/
Quandl https://www.quandl.com/

Blogs, websites and non data related
https://quantivity.wordpress.com/
https://quantocracy.com/
https://allocatesmartly.com/?aff=634
https://financial-hacker.com/
http://www.quantatrisk.com/
https://oxfordstrat.com/rd-blog/
http://www.turingfinance.com/
AQR insights https://www.aqr.com/Insights#

Forums
https://wilmott.com/
https://quantnet.com/forum/

FB groups
Stock Market Investment - UK Traders
https://www.facebook.com/groups/singaporeinvestment/
https://www.facebook.com/groups/StockAnalysts/
Maths functions page
http://people.math.sfu.ca/~cbm/aands/intro.htm#006

The lot of you read Bloomberg, Thomson Reuters,
 
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MarkBrezina

New Member
As a final touch, I have a larger series of keywords I've gone through for the upper layers of quant researchers on both Wilmotts and QuantNET.
I've looked through the following the forums for the amount of times the words has come up. All of this to find out what the most important terms are(the ones least used, meaning by the people with the most knowledge and expertise) In this way it would be possible to understand where the development forward is going towards and coming from.
 

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MarkBrezina

New Member
Dear everyone.
I have just woken from sleeping. I do intend to proceed from here with analysis on the very large pile of data that you lot have given me, but within the quants world very little trending is left to do. I will therefore proceed with the following strategy.

1. absorb, store and process all the necessary data from quantforums Wilmott's and QuantNET
The leftover topics are political exposure, psychology exposure, news exposure, connections to consumer banking, connections to brokers, connections to investmentresearchers(technical analysis)

1.5 Absorb, store and process all the necessary data from Broker and investment researcher sites and forums, via FB, forums and other sites(to be found soon)
Ask the brokers, investment researchers and others about the following in simple terms
What mathematics do you use for understanding the financial markets?
How exposed to news, psychology, interpersonal relations, poltics and the consumers are you?
Are you well connected with the other groups Quants, brokers, Investment researchers?
What topics are trending for these groups? In here it's maths and particularly SDEs PDEs stochastics, what turns the crank for brokers, investment researchers and so on, is there anything to be learned?
What do these people look at mostly?

2. After gathering data I will start crunching on the following major topics
What do everybody look at collectively as in data? Where do they find it?
Are there differences? Are they Major? Could any particular group become better?
What Major topics fills the heads of everyone? Volatility? Risk? Crisis? Debt?
Who is most exposed to the real world? Who could take being exposed a little more?
What are the forefronts? And who are the front runners?
 
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