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Data Sources
Tyler Harris
posted

Hi everybody!

I'm new to the world of quant finance, but I'm bringing some experience in data analysis with me. I'm looking for some BIG data sources to start some personal quant research projects. Does anybody know where I can get data arrays for historical equity, bond, and commodity prices? The more granular the data, the better - daily open, close, and intraday high/low would be ideal. Additionally, valuation metrics (at least quarterly) for the equities would be handy. Would like to have data going back as far as possible.

Thank you!

2 responses
Joakim Arvidsson (Cream Mongoose)

Hi Tyler,

Welcome! Quandl I think has a lot of this. Some free, some not. You'll probably have to sign up for an account if you're downloading a lot.

You can then use Q's Self-Serve feature to upload to Quantopian (or work on it offline and then upload).

Tyler Harris

Thank you so much Joakim! This looks promising.

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