The IIM Calcutta Data Centre : A Retrospective, Programming Tutorial and Future Directions

Please use this identifier to cite or link to this item: https://ir.iimcal.ac.in:8443/jspui/handle/123456789/426

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DC Field	Value	Language
dc.contributor.author	Srikant, P
dc.contributor.author	Chakrabarti, B B
dc.date.accessioned	2017-05-22T10:13:32Z
dc.date.accessioned	2021-08-26T03:57:28Z	-
dc.date.available	2017-05-22T10:13:32Z
dc.date.available	2021-08-26T03:57:28Z	-
dc.date.issued	2012-12-01
dc.identifier.uri	https://ir.iimcal.ac.in:8443/jspui/handle/123456789/426	-
dc.description.abstract	The Data Centre was at the Finance Research and Trading Laboratory, IIM Calcutta, was initiated in April 2010. This data centre is now a unique repository of Indian tick data, from which a stream of academic research in asset pricing and microstructure has started emerging. The data is also used by students inclined towards trading careers to devise strategies in partnership with financial firms. The time now seems appropriate to take stock of the data centre’s achievements over the past two and a half years, and to critically re-examine the rationale for various design choices made at the time. Also, this article provides short programming vignettes which demonstrate best practices for using this data. It concludes with some suggestions on how to develop this resource in the years to come.	en_US
dc.language.iso	en_US	en_US
dc.publisher	INDIAN INSTITUTE OF MANAGEMENT CALCUTTA	en_US
dc.relation.ispartofseries	WORKING PAPER SERIES;WPS No. 718 / December 2012
dc.title	The IIM Calcutta Data Centre : A Retrospective, Programming Tutorial and Future Directions	en_US
dc.type	Working Paper	en_US
Appears in Collections:	2012

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