Gal Zahavi's blog

weizmann institute of science

 weizmann institute of science is opening its gates to talented young M.Sc\PhD reserchers:On March 21 we are having an open day for potential students, see program at: .

Barclays Capital Israel


Stored Data

1. S&P 500 stocks:


a. 5 days including the dates Dec 3,4,7,8,9 2009. ( spYYYYMMDD)

b. Includes top of book extracted data with Columns Bid,BidSiz,Ask,AskSize,LocalTimeStamp,ExchangeTimeStamp.


2. ES future and its options:


a. 4 days including the dates Jan 5,6,8,7 2010.( ESYYYYMMDD )

b. Includes top of book data with Columns Bid,BidSiz,Ask,AskSize,ExchangeTimeStamp,LocalTimeStamp

(Time stamp order is revert comparing to S&P data)


Data Links

Download Interest rate data.



Israel Intrest rate data (central bank prime rate)


USA federal reserve  Intrest rate data.


USA Treasury   Intrest rate data.

 Daily Treasury Yield Curve Rates

Download Equity (Stocks) data.



Yahoo Finance Stock Screener

This online tool givs a good analysis of all the familiar ratios and avreges.


Yahoo Finance Bond Screener

Credit ranking YTM and more ....


Research Data Center (RDC)


Stepping stones in finance.


World Markets.


Renweable Energy Regulation and Taxetion

ifc technion

For up coming event in the Investments & Finance Club in the Technion:

Loge into:

Algoritmica trading seminar.

Robust Portfolio Management Under Extrema Events