Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave...

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Presenter: Brian Risk

Transcript of Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave...

Page 1: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Presenter: Brian Risk

Page 2: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Overview

• Slides showing overview

• Walk through of the website

• Break

• Hands-on with Quandl data

• Questions can be asked at any time

Page 3: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Objectives

• Understanding the depth of data on Quandl

• Explore methods for getting data

Page 4: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Data is everywhere…

Page 5: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Data is Everywhere

• Difficult to find (all over the web, hard to find on a site even if you know the site)

• Non-standard download formats, random filenames, variable data formatting

• Typically no API support. When there is, it’s a unique API

(BUT THAT’S THE PROBLEM)

Page 6: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

What is Quandl?

Page 7: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

One Access Point

20 Million Data Sets

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Over 500 Data sources

Gold, oil, GDP, Gini index, splits, dividends, literacy rates, earnings surprises, China core fundamentals, home values,

continuous futures, FOREX rates, diabetes rates, twitter account sats, Bitcoin, coal, natural gas, energy consumption,

global yield curves, population data, stock fundamentals, Shanghai futures, options volatilities, oil production by

country, iridium prices, federal reserve economic data, corn, startup valuations, venture capital, dry bulk freight forward agreements, industrial metals, cereals, sports, alexa ranking

Futures, Stocks, Options, Global Economics, Housing, Education, Health

Page 9: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

All Quandl Data is

• Accessible in standardized formats

• Accessible with the tools that work for you

• Easily findable

• Verifiably Sourced

Page 10: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Getting Dataas easily as possible

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ExcelQuandl Add-In

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Google Docs

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Python:

Get your data into a pandas data series:

Load the library:import Quandl

mydata = Quandl.get(“EOD/AAPL”)

Page 14: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

R:

Get your data into a data frame:

Load the library:library(Quandl)

mydata = Quandl(“EOD/AAPL")

Page 15: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

C:

Get your data:

Load the library:#include “quandl.h”

quandl q q.get(“EOD/AAPL")

Page 16: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Quandl:EXCELTradingView

Quantopian

RPython

Matlab

StataC/C++/C#Google Docs

Maple SASPHP

EViews

Ruby

Wealth-Lab

Java

Plotly

Statwing

Clojure

GoMode

CLIJDBC

Node.js

.NET

Julia

Haskell

Octave

Page 17: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Standard API

• CSV, JSON, XML formats with standardized fields

• Massive download limit: 2000 calls / 10 minutes

• Common URL structure

Page 18: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

URL structure

quandl.com/data/UNDATA/GEN_LITR_SRB

Literacy rates in Serbia:

quandl.com/data/ZILLOW/METRO_2BEDROOM_NEWYORKNY

Price of 2 Bedroom homes in NYC:

quandl.com/data/LBMA/GOLD

London gold price:

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Bulk Downloads

• Full database all at once.

• Accessible via API or download link

• Available for all premium data sets

Page 20: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

STEP #1GET YOUR API KEY

Page 21: Presenter: Brian Risk - Tufts University...Clojure Mode Go CLI JDBC Node.js.NET Julia Haskell Octave Standard API • CSV, JSON, XML formats with standardized fields • Massive download

Hands-On

• http://quandl.io/tufts

Note the “.io”