data sources
Russell: http://www.russell.com/US/Indexes/US/index_values.asp MSCI: http://www.msci.com/us/indexperf/index.html French/Fama: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html Wilshire: http://www.wilshire.com/Indexes/calculator/ Barra: http://www.barra.com/Research/DownloadMonthlyReturns.aspx Steve Miller ----- Original Message ----- From: "Fernando Saldanha" <fsaldan1 at gmail.com> To: <r-sig-finance at stat.math.ethz.ch> Sent: Thursday, March 02, 2006 9:04 AM Subject: Re: [R-sig-finance] data sources
From: "Gabor Grothendieck" <ggrothendieck at gmail.com>
Is anyone aware of data sources, preferably free but commercial if need be, for historical price data (daily, weekly or even monthly would be ok) for various broad asset classes.
Yahoo Finance has lots of historical data on stocks and indexes. For example, for the Nasdaq 100, go to http://finance.yahoo.com/q/hp?s=%5ENDX FS
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