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Financial markets provide a forum for trading assets and money, but more fundamentally, they are about trading information. The advent of the Internet changed the trading game by making market information instantly available to many more people, spawning a large population of day traders, bloggers, and market speculators. Information generation and analysis, long the province of well-funded, large financial institutions, has become fair game for all, even people with limited means, from college students to retirees. Information in the finance Web is unstructured, leading to some frustration in getting clean data for research.