Library
Chapter 2

The Financial Data Universe

Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.

25 referenced in this chapter 20 further reading

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R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.

Understanding the Market for U.S. Equity Market Data
Charles M Jones
Which cryptocurrency data sources should scholars use?
David Vidal-Tomás (2022)
On Systematic Currency Management
Gueorgui S. Konstantinov (2025)
Advances in Financial Machine Learning
Marcos Lopez de Prado (2018)
High frequency market microstructure
Maureen O’Hara (2015)
plus 40 more references inside
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