Some Notes About Data

Damaged data because of system failure 4 bad market

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: t data formats b. Damaged data because of system failure 4. Bad market data a. Bad data caused from processes inherent to trading. For example trade cancelled, replaced or corrected. These data are not relevant for analysis b. Data from multiple markets where the same security been simultaneously traded 5. The cause of a particular data error is often not known RISK AND PORTFOLIO MANAGEMENT WITH ECONOMETRICS, VER. 11/11/2012. © P. KOLM. 3 Example Decimal error: a quote $54.35 is reported at $54.53. How ca...
View Full Document

{[ snackBarMessage ]}

Ask a homework question - tutors are online