This book provides insights into the true nature of financial and economic data and is a practical guide on how to analyze a variety of data sources. The focus of the book is on finance and economics but it also illustrates the use of quantitative analysis and data science in many different areas. Lastly the book includes practical information on how to store and process data and provides a framework for data driven reasoning about the world.The book begins with entertaining tales from Graham Gillers career in finance starting with speculating in UK government bonds at the Oxford Post Office accidentally creating a global instant messaging system that went viral before anybody knew what that meant on being the person who forgot to hit enter to run a hundredmillion dollar statistical arbitrage system what he decoded from his brief time spent with Jim Simons and giving Michael Bloomberg a tutorial on Granger Causality.The majority of the content is a narrative of analytic work done on financial economics and alternative data structured around both Dr Gillers professional career and some of the things that just interested him.