8
$\begingroup$

Is there a way (website/code) to find funds/etfs for a given asset class and how much data history is available (yahoo finance or other) ? It could be as simple as a list of funds by asset class and their data start date.

$\endgroup$
  • 5
    $\begingroup$ Watch out! If you are backtesting a trading strategy, selecting a universe of funds with long histories gives you major look-ahead biases. $\endgroup$ – q.t.f. Jan 14 '16 at 13:50
  • $\begingroup$ What do you mean by funds? Closed-end funds? Non-exchange-traded Mutual Funds? ETFs? ETNs? Delisted variants? $\endgroup$ – Norgate Data Mar 14 '16 at 11:37
2
$\begingroup$

yahoo finance has a large set of historical data. it's available for free. There are a few libraries, to retrieve the data

$\endgroup$
  • 1
    $\begingroup$ Survivorship bias is present in that data set. How much missing? Almost 500 delisted ETFs, almost 100 delisted ETNs and over 450 delisted CEFs. $\endgroup$ – Norgate Data Mar 14 '16 at 11:39
0
$\begingroup$

quant tick downloader. free with the most accurate free tick data u can find.

click here

also for yahoo finance data in R try the Quantmod package

getSymbols("^GSPC", from="1990-01-01" , to ="2000-01-01" )
$\endgroup$
  • $\begingroup$ But how would you quickly find how much history is available? $\endgroup$ – Bob Jansen Apr 13 '16 at 16:24
  • $\begingroup$ extract data + nrows() $\endgroup$ – Alex Bădoi Apr 14 '16 at 10:23

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.