SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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DY
Posts: 70
Joined: June 28th, 2005, 7:23 pm

Where can I find free financial data?

March 29th, 2006, 10:39 pm

A good source of historical interest rates, exchange rates, stock indices and general US economic indicators. http://www.forecasts.org/
 
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TraderJoe
Posts: 11048
Joined: February 1st, 2005, 11:21 pm

Where can I find free financial data?

March 31st, 2006, 12:52 am

Technical Note: The Financial Forecast Center has moved away from publishing standard deviations of the forecast's performance in recognition that the distribution of value movements in the financial markets follow Levy or Cauchy distributions, not Gaussian or normal distributions. Likewise, the forecast model's errors follow similar distributions. A Gaussian distribution significantly underestimates the probability of a large price or rate movement. A Gaussian distribution may underestimate the probabilty of a 3 sigma price movement by a factor of 10. In other words, the chance of a 3 sigma movement is potentially 10 times greater than that predicted by a Gaussian probability curve. The above change in error reporting format enables a more accurate depiction a forecast model's potential performance.Cool.
 
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allenishands
Posts: 26
Joined: June 9th, 2003, 12:54 pm

Where can I find free financial data?

April 3rd, 2006, 1:39 am

flyingquant are you a Quant? If you are a Quant, you are supposed to access to credit market data.Actually, I am looking for credit derivatives market quotes too. Does anyone has CDX or iTRAXX CDS datas?
 
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changinglinks
Posts: 9
Joined: April 26th, 2006, 12:27 am

Where can I find free financial data?

April 29th, 2006, 2:35 pm

I am looking for a stock screener (like Yahoo) that can create the screen any day between 1997 and yesterday.To be clear, I want to be able to answer this question:What was the market cap, dividend yield, beta, sales revenue, profit margin, price/earnings ratio, price/book ratio, price/sales ratio, & volume of RHAT on 09-10-01?qcom?spab?
 
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actuaryalfred
Posts: 144
Joined: April 20th, 2005, 2:12 am

Where can I find free financial data?

August 31st, 2006, 5:09 am

Is there any way to find all the trading record of a particular stock (either in US or UK is fine) in chronological order in a day, i.e., a sequecne likePrice Volume30.2 100030.3 500 . . . . . .If I can't find it for free, could I buy it somehow?
Last edited by actuaryalfred on August 30th, 2006, 10:00 pm, edited 1 time in total.
 
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amiraliev
Posts: 38
Joined: December 14th, 2006, 9:00 pm

Where can I find free financial data?

December 15th, 2006, 8:31 pm

It is very reasonable idea. Here is the link to the databank from Alpari (mainly currency and some stocks)http://alpari-idc.ru/en/dc/databank.php This quotes are very good correlated with what was really going on, I've compared them to others and they are not too "optimistic". Major currency pairs/stocks have two and half years of minutes. Hope this helps somebody.
 
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lewishortthemall
Posts: 48
Joined: January 10th, 2007, 6:58 pm

Where can I find free financial data?

January 17th, 2007, 12:20 am

1)http://www.economagic.com/ for Time Series from various sources2)http://www.forexite.com/free_forex_quot ... arhiv.html 1min forex data correlated with alpari (just ask if you need a compiler)3)http://ratedata.gaincapital.com/ for tick by tick data from a RETAIL broker4)also free tick by tick data from olsen data for oanda customers(fx broker)
 
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Paul
Topic Author
Posts: 10789
Joined: July 20th, 2001, 3:28 pm

Where can I find free financial data?

January 19th, 2007, 10:26 am

We've put most of these here. Please keep them coming!ThanksP
 
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jaguaracer
Posts: 40
Joined: January 7th, 2007, 1:12 am

Where can I find free financial data?

January 23rd, 2007, 2:29 pm

In the lines of phenomenologist's post:Euribor-based Interest Rate Derivative QuotesFor iTraxx data, go right to the source International Index Company (org behind the iTraxx & iBoxx indices)
 
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BetaExoticBets
Posts: 58
Joined: January 30th, 2007, 11:25 am

Where can I find free financial data?

January 30th, 2007, 2:18 pm

For free real time data (free data but exchange fees apply, these are just a few bucks for private individuals) go to www.opentick.comIt is not 100% reliable so less useful for a real trading application but for research projects it is good.
 
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mam3xs
Posts: 63
Joined: February 23rd, 2005, 3:37 pm

Where can I find free financial data?

March 26th, 2007, 9:17 am

I'm working on a topic using HF data(FX: GBP-USD,EURO-USD, JPY-USD etc.)Does anyone know where one can get such data, for pure academic use(thesis)?Thank you.
 
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Inder
Posts: 21
Joined: September 21st, 2006, 10:51 pm

Where can I find free financial data?

July 21st, 2007, 11:21 pm

Any of this data (free or otherwise) available in XML format?
 
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msperlin
Posts: 608
Joined: July 10th, 2006, 6:21 pm

Where can I find free financial data?

July 21st, 2007, 11:44 pm

If you use matlab, I've written a simple program for downloading data from yahoo. http://www.mathworks.com/matlabcentral/ ... e=FILEOnce you know the tickers you want, just paste them at tickers.txt, run the script and the data will be downloaded for you matlab workspace.
 
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DJAverage
Posts: 144
Joined: October 8th, 2006, 6:59 pm

Where can I find free financial data?

August 11th, 2007, 4:10 pm

Hi! I am looking for datasets of basic fundamentals (P/E, P/B, dividend yield) for international equity markets. Thank you for the help.
 
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Jeriot
Posts: 97
Joined: January 16th, 2007, 11:54 am

Where can I find free financial data?

October 22nd, 2007, 12:26 pm

Oanda's got a "FXNewsEffects" tool in their FXlabs. Is there anywhere/anyway to can get a CSV version of that? I need pretty much all that data inside - datetime, currency, event description, actual forecasted.
Last edited by Jeriot on November 2nd, 2007, 11:00 pm, edited 1 time in total.
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