Adventures in Financial Data Science: The empirical properties of financial data and some other things that interested me. . .

This book is briefly a biography but mostly a narrative of Graham's research in the fields of financial, economic, and alternative data. It contains extensive analysis of the true empirical properties of financial data and a detailed exploration of topics including Stock Market Prices, Treasury Bill Rates, LIBOR and Eurodollar Futures, Volatility and Options Prices, Sentiment Analysis on Social Media, Demographics and Survey Research, Time-Series Analysis of the Climate, and work on Languag...