This is a summary of links featured on Quantocracy on Wednesday, 05/27/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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How to Fill Gaps in Large Stock Data Universes Using tidyr and dplyr [Robot Wealth]When youre working with large universes of stock data youll come across a lot of challenges: Stocks pay dividends and other distributions that have to be accounted for. Stocks are subject to splits and other corporate actions which also have to be accounted for. New stocks are listed all the time you wont have as much history for these stocks as for other stocks. Stocks are delisted,