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Data for historical backtests

Start Date URL Asset Class / Freq. Description
https://alfred.stlouisfed.org/ At-the-point FRED economic data
1927 http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html Stocks Fama-French factors and industry portfolios
1962 http://finance.yahoo.com Any Lots of data
1970 https://www.msci.com/end-of-day-data-search Stocks MSCI country indices
1978 https://www.google.com/finance Stocks Daily / intraday prices
Today-20 https://stooq.com/db/h/ Stocks Daily / Hourly / 5 Min prices + Macro
https://www.quandl.com/ Lots of data

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