From the course: Algorithmic Trading and Finance Models with Python, R, and Stata Essential Training (2019)
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Getting currency data
From the course: Algorithmic Trading and Finance Models with Python, R, and Stata Essential Training (2019)
Getting currency data
- [Instructor] Now, once you've installed Stata and you've gotten familiar with it, one of the first things that you're going to want to do is to import some data. To do that, we'll go to File, Import, and let's import an Excel spreadsheet. You could import this in a variety of different file features, but I'm simply going to browse for Excel files, and I've pre-loaded our file folder, and I'm going to put in the 0402Begin file. And Stata will give me a preview of what that data looks like. I want to make sure that I import the first row as variable names, and then the rest of the variables should be okay. We're going to click Okay, and now all of a sudden Stata's going to pull in that data. Now let's take a look at the data and just examine what we've got here, shall we? So I've pulled data on trading prices, just to mix things up a little bit, for foreign currencies. US dollar to Japanese yen, Japanese yen to the Thai baht, and then US dollar to the Thai baht. This is all sourced…
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