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“Data are the most valuable commodity to any investor. Before anyone can make a statement like "The market went past its 200-day moving average, and this is a bullish sign," one must examine the data and test the statement to see if the results”
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So says James Altucher, my colleague at RealMoney.com and the author of “Trade Like a Hedge Fund.” James compiled a list of data sources, in a recent column (some of which are reproduced below).
Have at it:
Daily market data
Yahoo! Finance
http://finance.yahoo.com/Daily open, high, low, close and volume data on any stock in the U.S. Markets
For “slightly cleaner data at a slight expense,” James recommends Qcharts — which also includes the Tick indicator, and the Arms Index, as well as an indicator that tracks the premium between futures and cash (symbol: $prem).
Futures data
http://www.turtletrader.com/hpd.html
Economic data
the Fred II database
http://research.stlouisfed.org/fred2/Business cycles:
The National Bureau of Economic Research
http://www.nber.org/cycles.htmlDiscount rate
ftp://ftp.ny.frb.org/discount/DiscountIPO data
IPO Resources
http://www.iporesources.org
(Maintained by Yale professor Ivo Welch)Hedge-fund data
CSFB/Tremont index – Hedge fund strategies
http://www.hedgeindex.comHedge fund returns
http://www.iasg.comCogent Edge is another source of Hedge fund return data, but their registration process is onerous.
http://www.cogenthedge.comGlobal Financial Data
spot-price data for commodities
http://www.globalfindata.comIndex changes
Nasdaq 100 changes
http://www.nasdaq.com/reference/nasdaq_100_changes.xlsS&P additions/deletions
http://www2.standardandpoors.com/servlet/Satellite?pagename=sp/Page/IndicesIndexChangesPg&r=3&b=4&s=&ig=&i=
(There’s an interesting study on S&P 500 additions/deletions here)
http://www.cob.vt.edu/finance/quotes/articles/priceresponse.pdfRussell 2000 additions/deletions
http://www.russell.com/US/Indexes/US/reconstitution/default.asp
Chapter 11 bankruptcy data
BankruptcyData.com
http://www.bankruptcydata.com/researchcenter2.htm
Trading halts
Nasdaq site
http://www.nasdaqtrader.com/asp/TradeHaltShowPage.asp
Annual returns
Dow
http://www.amateurinvestors.com/Weekend_Market_Analysis12_28_02.htmS&P 500
http://www.aimfunds.com/education/0,1020,-1_4850,00.htmlLast, Art Prices
http://web.artprice.com/start.aspx?l=en
