Is there a way (website/code) to find funds/etfs for a given asset class and how much data history is available (yahoo finance or other) ? It could be as simple as a list of funds by asset class and their data start date.
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5Watch out! If you are backtesting a trading strategy, selecting a universe of funds with long histories gives you major look-ahead biases. – q.t.f. Jan 14 '16 at 13:50
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What do you mean by funds? Closed-end funds? Non-exchange-traded Mutual Funds? ETFs? ETNs? Delisted variants? – Richard at NorgateData Mar 14 '16 at 11:37
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yahoo finance has a large set of historical data. it's available for free. There are a few libraries, to retrieve the data
Charbel
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1Survivorship bias is present in that data set. How much missing? Almost 500 delisted ETFs, almost 100 delisted ETNs and over 450 delisted CEFs. – Richard at NorgateData Mar 14 '16 at 11:39
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quant tick downloader. free with the most accurate free tick data u can find.
click here
also for yahoo finance data in R try the Quantmod package
getSymbols("^GSPC", from="1990-01-01" , to ="2000-01-01" )
Alex Bădoi
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