I have a few questions regarding fetcher and data. Is it possible to use fetcher to get S&P 500 pricing data from Yahoo! finance back to the 1950s. Then using this data run simulations on it for the time period 1950-2018?
Thank you
Hi Jake,
Unfortunately, what you're looking to do is not possible with Fetcher on Quantopian. Fetcher is designed to let you bring in data on which you want to base trading decisions. That data can be accessed in an algo, but won't be recognized by the backtester as 'pricing' data (even if it really is pricing data).
If you're looking to run a simulation back to 1950, our backtester is open-sourced under the name Zipline on Github. You might be able to use your data to run longer simulations by running Zipline locally.
Sorry for the inconvenience.
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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.