Linked Questions

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1answer
139 views

Where can I find data source for structural models?

I am starting a project to implement the Black-Merton-Scholes model from this book in R. However, I am looking for, ideally free, data sources. Still I have access to a Bloomberg terminal. Can you ...
0
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2answers
128 views

Getting Bond Price Data

I am on my thesis about Hull-White model and I need the bond price to calibrate the parameters. How can I get historical bond price data instead of historical bond yield data?
2
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1answer
82 views

Where to find historical time series data for number of new investor accounts

I am examining the impact of investor sentiment on the probability of stock market crises. I am constructing a composite measure of investor sentiment according to the methodology used in this paper ...
1
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2answers
68 views

Where can one find the daily prices of commodity futures of multiple maturities and time to expiration of the contracts?

I'm currently working on an algorithm to estimate implied spot prices on commodity futures using a pretty old paper (Schwartz 1997). My algorithm works just fine, I just need to run the data to ...
1
vote
1answer
83 views

What preprint repositories are available online?

Besides data sources, what preprint archives are available for academics and practitioners in the fields of Quantitative Finance and Economics? I have subscribed Google Scholar alerts and regularly ...
2
votes
1answer
80 views

Free Data Sets for VaR calculations

I am trying to do some work on VaR and Expected Shortfall with the help of Generalized Pareto Distributions. Can someone please guide me to some dataset of financial data, preferably something like a ...
2
votes
0answers
92 views

Historical list of Primary Dealers in Europe

I would be interested in a list of all the banks and financial institutions that have been Primary Dealers in the European Union from the 1980s until today. For a current list you can check this pdf ...
2
votes
1answer
87 views

List of Economic Data for Index Forecast

What econometric symbol list (or tickers) could be used to forecast return of global stock market indexes (S&P500, TSX, CAC40, ...) and their subsectors? I'm aware of the answer to question: ...
0
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0answers
82 views

Reputable source for historical US-listed EOD options data for backtesting

I've gone through the data thread and found a few viable options. ivolatility.com in particular has what I'm looking for (EOD US-listed NBBO options price data, volume, OI, history back to 2000) but ...
1
vote
1answer
60 views

Where can I find data on US bank interest rates or 4-week T-bill rates dating back to 1970s or earlier?

Where can I find data showing 4-week T-bill rates or U.S. savings accounts' interest rates from 1960s to present, or 1970s to present?
1
vote
1answer
94 views

FTSE AIM Components From 2000, 2001, … 2013

From where can I get a list of historical component lists for the FTSE AIM Index as well as other indices? I see that there is a page for data sources here, but that page does not contain what I am ...
1
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0answers
55 views

BLS v2 API took 20+ minutes to publish data where is immediate data available?

First, I should state that I built a Java program that uses HTTP Components to keep in sync with server time for my broker. Once 7:29:59 comes around the program ...
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0answers
50 views

Automatically gathering closing prices for stocks listed on different exchanges

I am looking at the holdings for a particular ETF. A lot of the tickers represent stocks on different exchanges. For example for one of the holdings the stock appears on Yahoo Finance, but for another ...
1
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0answers
24 views

Indian Securities Sector and Industry performance history data [closed]

I am looking for data of Indian Industries and Sector's performance historical data for each and every date for over the last 10 years period of time. If it is not available, Could I get every month-...
0
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0answers
21 views

Where can I find historic company fundamental data forecasts?

There's seems to be many sources (these questions have a nice answers/summaries historic fundamentals data sources ) having company historic fundamentals such as earnings, PE etc. However, there's a ...

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