AQR puts data library online

AQR - the investment firm, has published the data sets used in its research papers.   A great resource for those interested in testing out momentum and other strategies!

https://www.aqr.com/cliffs-perspective/introducing-the-aqr-data-library

Google public data sets

New to me at least - and really cool.  Tons of data on google.

For example - lending interest rates for US vs Iceland.

Analytics

Analytics - the analysis of large amounts of data is the hottest thing since sliced bread these days.  At NCSU we've had an Advanced Analytics Masters for a few years.  In fact we were one of the first schools to offer one.  The degree is very popular - as this recent blog post on the NYT site indicates.

I've taught the "Financial Analytics" module in the NCSU program for several years, although due to other commitments, this will be my last year.

The trend in Analytics makes it pretty clear that to succeed in the business world today, students must be comfortable with data, data manipulation and data analysis using statistics.  Programming and excel skills are always good to have.  And of course you need all the other stuff as well (especially finance).

Bond data online

FINRA now has bond data online. You can find some of this on yahoo finance, but this is a particularly nice setup.

HT: Felix Salmon