Структура тренировочного ноутбука

• Stock market data sources
  • Yahoo Finance
    • Daily data
    • Daily returns
    • Dividends and Stock splits
    • Intraday data
  • Finam
    • (Raw) Intraday data for long period
    • Data preprocessing
  • Finnhub
    • Nice API
    • Different types of data: estimates, news etc.
• Bond market data sources
  • Finam and Cbonds
    • Calendar of payments
    • Clean and dirty price
  • Bloomberg
    • A lot of historical quotes
    • Price and yield-to-maturity

Доступ к тренировочному скрипту