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Indian Financial Market Data for R/Rmetrics

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Diethelm Würtz, Mahendra Mehta, Andrew Ellis, Yohan Chalabi
Rmetrics eBooks 2010Finance Online Publishing, Zurich
ISBN: 978-3-906041-05-6

About the Book:

This is a book about data management of Indian financial market data for R/Rmetrics. It is especially suited to students, academics, and researchers who have otherwise no access to Indian financial market data. This Rmetrics eBook comes with dozens of examples showing how to efficiently access data from the internet.

About the Authors:

Mahendra Mehta is the Chairman and Managing Director of the Neural Technologies and Software Pvt. Ltd. He holds an Electrical Engineering degree from the Indian Institute of Technology, Kharagpur (India) and a Doctoral Degree from Indian Institute of Technology, Mumbai (India). He currently teaches Financial Mathematics & Financial Engineering at S P Jain School of Management. Dr. Mahendra is the President of the Rmetrics Asia Chapter.

Diethelm Würtz is Professor at the “Swiss Federal Institute of Technology”
(ETH) in Zurich. Diethelm is teaching regular ETH lectures and seminars in Computational Finance and Financial Engineering. He is involved in the organization of the “Rmetrics Summer Schools” and in several international workshops, courses and meetings in Europe and Asia. He is President of the Open Source “Rmetrics Association”, Senior Partner of “Finance Online GmbH” and Co-Founder of “Sidenis AG” in Zurich.

Andrew Ellis read neuroscience and mathematics at the University in Zurich. He did a Student Internship in the Econophysics group at ETH Zurich at the Institute for Theoretical Physics. Andrew is worked on the Rmetrics documentation project and co-authored this ebook on portfolio optimization with Rmetrics.

Yohan Chalabi has a master in Physics from the Swiss Federal Institute of Technology in Lausanne. He made his Doctorat Degree in the Econophysics group at ETH Zurich at the Institute for Theoretical Physics. Yohan is a co-author of the Rmetrics packages.

Table of Contents Download PDF

Part I: NSE Download Functions
NSE Stock Market data

Downloading NSE Indices
Downloading NSE Equities
Downloading NSE Debt Series Download PDF

Part II: NSE Listing Functions
Index Categorization
NSE Market Index Lisitngs

Part III: Related Data From Other Sources
Data from Bombay Stock Exchange

Data from Yahoo Finance
Data from OnVista
Data from Oanda

Part IV:  Appendix
Packages required for this eBook
 
NSE Function Summary
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Lynx Text Reader Download PDF
Rmetrics Terms of Legal Use
NSE Terms of Legal Use

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