Data analysis

From raju

gathering data

  • If you are having trouble dumping data over long horizons, dump data over small horizons and repeat. For example, instead of dumping trade data for each month, dump daily trade data and repeat for each day.

Visualizing data

  • For three variables - plot correlation between two variables for different quintiles of the third variable.

Ex:- plot correlation between the Barclays Capital US High Yield Index and the S&P 500 Index for different VIX Quintiles.