Tag Archives: data

Cool Data: Stock Quote Requests and Its Future

Zero Hedge has a second piece on high-frequency trading and the high-frequency quote (HFQ?) requests that go with it. It is interesting data, although there is no accompanying analysis. Also interesting is the post’s consideration of HFQ and what it means for the future of regulatory investigations or just making sense of it (note: the quote below is referring to the flash crash):

And what is inexcusable, is that the regulators didn’t even bother to interview the traders that ran the algorithm used by Waddell and Reed until two weeks after they published their report! Maybe it was because it took them 5 months just to assemble the data, and they ran out of time for any serious analysis. Too bad if that is the case, because the next time we have a serious market event, they will be facing at least 4 times as much data that overwhelmed them before.

Interesting Data: Address Change Cards

Sometimes you cross already compiled (or almost compiled) data sets that would be interesting to work with, even if you do not have an existing research project. An example of this I recently came across is address change cards.

I stumbled upon it while reading the “Noted” column in The Week, one of my new favorite magazines and the pedestrian (in a good way!) version of The Economist. In the current issue, one of the entries is this:

“Of the 325,000 households that have filed an address change as a result of Hurricane Katrina, 59 percent have remained within a day’s drive, or 300 miles, from their homes. Only 13 percent moved outside the Gulf states. “Los Angeles Times

If you know of research using address change data, let me know; I am interested in seeing what they have been used for. Also, if you know what restrictions are in place that might limit usage, leave a comment.