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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