Index Data?

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Index Data?

Anthony FJ Garner

edited Dec 18, 2015

It would be incredibly useful to have stock market index time series available for international markets (as well as US of course). You guys could easily get it way back beyond your current cut off of 2002.

It would be a great bonus for those putting together tactical asset allocation strategies. You could also add a few long term commodity indices. Or indeed create them.

There again, I guess I can import my own.

One problem is currency. Non US indices trade in non USD...obviously. Most people use local currency index data and then convert the P&L day by day into their base currency. They tend to base their signals on local currencies. Which may not actually be the best option.

You have no FX capability, but of course you could convert the non US indices into USD on a daily basis and load the ready converted price series.

Just a thought......

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.