Thanks for the example. What you just did is one of the hardest things to communicate about data. A casual user would never notice this. I find "data curation" doesn't always get the importance it deserves.
To get from raw data to data you can use can be a hard, tedious and difficult slog. I agree that it's often undervalued. On the other hand, with Bloomberg you certainly pay for it! :-)
And don't get me started with corporate actions (stock splits, mergers), dividends (some jurisdictions announce gross divs, Australia announces net divs; Korea announces AFTER the ex-date; some shares pay a dividend in a ccy different from the ccy the shares are denominated in, etc.), unscheduled exchange closures (due to terrorism, typhoons, etc.), stamp duty and taxes, 1 week holidays for Chinese New Year that screw up the rate curve (because 1d and 1w LIBOR cover the same period), quanto futures, etc.
FabHK|9 years ago
To get from raw data to data you can use can be a hard, tedious and difficult slog. I agree that it's often undervalued. On the other hand, with Bloomberg you certainly pay for it! :-)
And don't get me started with corporate actions (stock splits, mergers), dividends (some jurisdictions announce gross divs, Australia announces net divs; Korea announces AFTER the ex-date; some shares pay a dividend in a ccy different from the ccy the shares are denominated in, etc.), unscheduled exchange closures (due to terrorism, typhoons, etc.), stamp duty and taxes, 1 week holidays for Chinese New Year that screw up the rate curve (because 1d and 1w LIBOR cover the same period), quanto futures, etc.
maksa|9 years ago