Sirca – Risk Measurement Service

A quick post to let interested parties know that the December 2010 update for the quarterly Sirca Risk Management Service (RMS) is now being sent to RMS subscribers.

RMS provides risk measures and associated data for the senior security of all listed companies traded on the Australian Securities Exchange (ASX), including statistics like the standard deviation of the equity rate of return, OLS alpha and beta coefficients and their corresponding one standard error confidence intervals, the squared correlation coefficient from the regression, a test for the effects of thin trading on the OLS estimates, alpha and beta estimates (and corresponding confidence intervals) modified for the effects of thin trading by the Scholes-Williams tecnique.

Sirca – Support Notice

Sirca members and subscribers will be aware that Sirca’s core purpose is to support academic research into the financial markets, via the provision of data services and IT infrastructure.

Sirca’s work as a product development partner of Thomson Reuters in respect of their market leading Thomson Reuters Tick History database is well known. A by-product of our work for Thomson Reuters is that we are able to provide access to the Tick History database to Sirca academic members in Australia & New Zealand, and to Thomson Reuters and Sirca academic subscribers in other countries.

If you are an academic user of Thomson Reuters Tick History with a support question, bring it straight to us here at Sirca. We are experienced in dealing with the type of queries which academic users have, and this will help Thomson Reuters own support personnel focus on their core commercial customers who tend to have very different types of support queries.

You may also want to take a look at some of the support literature which is posted on the Tick History home page, as well as some of the content on “Dinkum Data”. If you need to get in touch with us, here are the contact points for you:

David Simmonds

Dr. David Simmonds

Diccon Close

Diccon Close

Donald Winchester
“Picture Pending”

Sirca – Technical Notice

A quick post to let you know that access to Sirca’s databases will be impacted by some planned technical work next week. This work relates to a relocation of the computer hardware which supports our databases to a new purpose-built facility. Since this means those machines must be powered down, some SIRCA services will be briefly offline. 

The first services to be affected will be Australian Equity Tick History (AETH), Australian Company Announcements (ACA) and Thomson Reuters Global News (TRGN). 

AETH, ACA and TRGN will be offline during 07:00 and 22:00 (Australian Eastern Daylight Savings Time) on Tuesday 8th March 2011.

Thomson Reuters Tick History (TRTH) for academic users will remain online that day, with no obvious changes expected for service levels. However, TRTH services may be disabled over the next four weekends (12th/13th, 19th/20th, 26th/27th March and 2nd/3rd April) as TRTH dedicated hardware is also moved in stages.

We have tried to time these disruptions to minimise inconvenience to our users and apologise for any trouble this causes.