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Looking to create or find dataset of danish stock
simon rasmussen
posted

Hi everyone

I want to look at the danish stock market which is my country of origin. However I can't seem to find much when I look in for instance quandl. This is especially so since I am primarily interested in looking at small cap stocks. Therefore I have considered putting together a dataset myself. I can find datasets for single stocks (CSV format) which I guess I could somewhere merge manually and have a general file. This seems to be a primitive and time consuming way of approaching it, and it also makes it a factor to consider survivorship bias I guess - maybe I have to lookup which companies existed at start of the period I test for.

Based on this I'd like to hear people here on quantopian if you have suggestions or experiences. Maybe another place/database to look in or maybe some experience with putting together a dataset from single stock datasets?

Thanks in advance, Simon

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