anttsou / qmj

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Implemented filter in market_data to remove companies with bad financial data. #32

Closed rynkwn closed 8 years ago

rynkwn commented 8 years ago

Filters were:

Removed 133 companies. Looking at the selected list of companies, for the majority we simply have no data, while the ones for which we do have data fail one or more of the above filters. As expected.

Final quality data set produced only 13 NAs out of 2867 companies measured.

rynkwn commented 8 years ago

And, as expected, the 13 NAs were all a result of bad price data, which I haven't filtered for.