Working with Data

Abstract

Financial data comes in many forms and sizes. In this book, we will mostly concern ourselves with a particular class of financial data, namely, time series data. Time series data contain a time component that is primarily used as an index (key) to identify other meaningful values. Another way to think about time series data is as key-value pairs in which the key is the time, and the value is either a single entry or a vector of entries. The following table gives an idea of what a typical daily time series for the stock AAPL might look like. This data was downloaded from Yahoo1 in the form of a .csv file.