I've checked the People's Bank of China, The World Bank, International Monetary Fund and some others. I have been able to find interest rate and exchange rate data for the US, and UK in OECD, is there a similar website for China/BRICS
Thanks
| +18 | Breakdown of Commodity Trading Houses | 0 | 1h | |
| +17 | Delta One Trading | 6 | 1d | |
| +14 | How Quantitative is Commodity Trading | 5 | 17h | |
| +12 | Lateraling from Trading to IB vs. IB to Trading | 4 | 3d | |
| +11 | Loser on the trading floor - help please! | 3 | 3d | |
| +9 | Commodities tradehouse vs FX market making | 1 | 6h | |
| +9 | Best macro desks | 2 | 1d | |
| +9 | SA class size in BB FO (IB, S&T, AM PB) | 3 | 2d | |
| +9 | AVP / AD Fixed Income Trader Salary | 1 | 4d | |
| +9 | Working in Switzerland for Non EU | 0 | 3h |
Career Resources
Get instant access to lessons taught by experienced private equity pros and bulge bracket investment bankers including financial statement modeling, DCF, M&A, LBO, Comps and Excel Modeling.
http://www.oanda.com/currency/historical-rates/
Click the "download" link and it'll give you the excel data.
http://www.stats.gov.cn/tjsj/ndsj/2012/indexeh.htm
All the useful economic stats about the PRC you could ever want. Does not generally include data from the current year, though there are some exceptions, and it goes REALLY far back, so it's great for academic research.
www.google.com
Though I admit that I knew the first two sites offhand, this "Google" website may come in handy later on down the line for you lol...
... unless you're in China. In that case, my bad lol.
BBG Terminal
is this what you need? this is a pretty good site in general for this kinda stuff
http://www.quandl.com/WORLDBANK-World-Bank/CHN_FR_INR_RINR-China-Real-i…
This looks pretty useful, thanks a bunch :)
Quandl is a great resource but the data isn't always accurate (at least in the case of EoD OHLC futures).
I recently had acquire nominal interest rate data and I have decided to proceed with using swap rate differentials as a proxy.
Oanda is decent for fx data, but the best free resource that I'm aware of is FRED if your looking for long term daily closing prices.
Where to Download Historical Market Data (Originally Posted: 01/28/2011)
I'm looking to download past financial data such as historical prices and financial information on companies. I want to get this data so I can try to create some strategies and backtest them. Any suggestions for where to find this stuff? Thanks everyone.
you can go as far back as you want in terms of historical prices for any company on yahoo finance...just click "historical prices". puts them into an excel sheet for you as well.
for simple data (close, open, high, low) Google finance, futurespros.com, Yahoo finance all do the trick.
Hi
http://www.wikiposit.org/w?filter=Finance/Stocks/
It has most of what yahoo and google has, but also allows you to easily combine multiple series (i.e. 5 or 10 or 20 different stocks) and easily change spacing (daily,weekly,quarterly, etc). good for futures prices too.
if you're still a student, compustat/crsp (which are often subscribed by university libraries) are another good sources... ask to one of the database managers or librarians and they'll let you know how to handle specific company info from 1960 or so.
You need to apply for access, but Wharton Research Data Services (WRDS) historical market data is widely used for academic studies. https://wrds-web.wharton.upenn.edu/wrds/index.cfm?
Historical Data on Industry/Sector Metrics, Ratio's, ASP (Originally Posted: 06/16/2013)
Hey everyone, I'm in the beginning stages of developing my own mock ER report on a few companies within the Telecom Industry. I'm looking for historical data (at least 30 years of data) on sector-level: capacity and demand, financial metrics, outer-performance and under-performance compared with broader indexes, average sales price, growth, revenue, EBIT, pre-tax income, net income, free cash flow, dividends, net capital expenditures, ROIC, ROE, valuation multiples. Can I access all this information for free? Or do I need to subscribe to service provider?
You need to get on a Bloomberg.
You can find a few of the fundamentals on finviz.com. Go to screener/ fundamentals
You can find the capex, etc #s by accessing the financial statements. Pain in the a$$ but it is free. Calculating ratios will be even more frustrating. Seriously, just find someone who has access to Bloomberg or Reuters.
double post
double
Alright, I'll check those out. Thanks for the help.
I doubt a terminal will have data back that far. Not really sure what the best way is to pull that-maybe speak to IR for the companies although that will be tedious and tiresome
French offer's a whole lot of returns info on his website for free http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Best (read: cheapest) sources for historical financial data (Originally Posted: 09/06/2008)
Which service providers provide the cheapest, downloadable historical financial data, including indicator data (GDP, unemployment, etc)? I already get real-time quotes from my broker, just need historical data for analysis purposes.
well which do you want? because the best definitely isn't the cheapest. There are several names selling data and the prices vary by the detail you want.
Just want daily OHLC info which is fairly standard
Historical Price Database (Originally Posted: 08/06/2009)
Hi,
I'm new to trading. I would like to know where to find and download historical price data of stocks, options, futures, commodities?
many thanks in advance!
Do you have access to a bloomberg terminal?
thanks so much for the reply!
i was thinking of historical data that can be downloaded into .txt or .csv files to be used for programming environments other than Excel.
Are there other suggestions other than Bloomberg and Excel Add-in
Thanks!
Could you not just convert the excel to a csv if you really wanted to?
crsp or compustat
thanks so much!
Historical Index data help ??? (Originally Posted: 06/16/2009)
I am looking for historical index return figures to use for a Post Modern Portfolio Theory based allocation calculation. I am having a very difficult time finding this data set. Could anyone help guide me to where I may find this information? I can work with annual return % but would really like to have monthly figures and back as far as I can get. Specifically, these are the indexes that I am looking for:
Large Cap Equity S&P 500 Large Cap Value Wilshire L.C. Value Large Cap Growth Wilshire L.C. Growth Small Cap Equity Russell 2000 Small Cap Value Russell 2000 Value Small Cap Growth Russell 2000 Growth Foreign Equity/EAFE MSCI EAFE Emerging Markets MSCI Emerging Mkts 3-Month T-Bill ML 3-Mth US T-Bills Core Fixed Income Lehman Aggregate Global Bonds ML Global Govt. Bond High Yield Bond ML High Yield Master Hedge Funds Tremont Private Equity Cambridge PE Index Managed Futures Tremont Managed Fut. Commodities GSCI Real Estate/REIT's MSCI US REIT Index Long-Duration Lehman US Long Govt/Credit Index
S&P has tons of data on their site, monthly returns going back to at least the 80s. Not sure on the others off the top of my head.
Russell has that stuff, too Go to the websites of the companies that create each index.
For the fed stuff, go to the federal reserve site.
Anything you can't find might be on the Schiller website (not sure if I have the spelling right)/ Schiller s a Yale prof.
Tremont/CS hedge fund index you will need a subscription.
Anywhere I can get historical stock data for Greece/Spain? (Originally Posted: 03/06/2013)
Hello guys.
I am in the process of writing my thesis for final year on the impact of the short sale ban on Greece/Spain (on liquidity, volatility, and stock performance) however I am having trouble finding data so ventured here to see if any of you knew where I could access it for either a cheap price (poor student) or for free preferably!
I need to know the bid and ask prices, can be close only if needed, as well as the volumes and number of outstanding shares from around jan 2011 till present.
I know datastream provides all of this however I cannot access that sadly.
Any help would be appreciated.
Cheers
Google / Yahoo should be able to do this?
Haven't you heard? Yahoo's goin' down the shitter.
This is a terrible idea. The skewness of the data will get you. It's not terrible but terribly difficult to say the least. Don't do something that a Prof wouldn't do himself.
However, if you are going to continue down with this idea I would make it try to fit some economic framework. Perhaps an economic model of some form that's in the literature. This way it can be a literature review with just a hint of statistical work of your own... much better than reinventing the wheel.
Yahoo only provides current day bid ask data I haven't found a way of finding historical data. G.M. Trevelyan I am sort of aware how difficult it is going to be and to be honest I would do something that's not as difficult however I am heavily invested in the topic of short sale restrictions as I have already done a good chunk of writing. Excuse me for sounding stupid but I haven't in my reading come across using economic models, most studies have been found doing OLS regression/GARCH models/the method I was going to use.
The moment he realizes he might try to be biting off more he can chew
Cheers again.
Does your school have access to a Bloomberg terminal? If you don't, the MBA program should and they might let you use it. I bet it is in the B-School library (or at least that is what it is where I go).
Sadly I do not believe they do. I am from a UK university and so my facilities might not be the best. If I cant find bid-ask prices then I wont be able to check the effect on liquidity. I am thinking now of maybe completely changing it to a comparison of stocks that are banned from shorting but have options versus stocks that are banned without options versus stocks that are not banned.
and see how they vary in performance....or something along those lines.
Ut reprehenderit deserunt qui quasi. Dolore et minima est in cumque. Et repudiandae voluptatum impedit quae ad est. Aut quisquam quas odio ea deleniti dolorem.
Magni fuga voluptatem animi aspernatur dolore odit. Nulla sed sequi perferendis consectetur beatae minus laborum qui. Earum sit inventore pariatur laudantium sed est in. Aut incidunt aut nesciunt vel voluptates.
Molestias voluptatem aut quia id optio. Illo omnis distinctio doloribus magnam. Totam sed qui facere illum labore. Eos debitis ad consectetur sit quod a.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...
Id doloremque ut facilis illum officia. Autem similique aut animi alias voluptatem libero. Rem velit ad ad unde suscipit numquam illo.
Possimus voluptas aut est vitae nisi doloremque atque. Est et iusto perspiciatis illum. Sunt libero ipsum et at.
Omnis repudiandae dolorem accusamus vel est. Veniam dolor sit adipisci nam. Quisquam ut incidunt tenetur dignissimos pariatur aliquid.
Laboriosam iusto rerum omnis temporibus enim ut explicabo. Enim totam quis nisi. Et fugit deleniti temporibus eos exercitationem. Id est voluptatem veritatis sed. Atque occaecati enim error alias quibusdam non non veniam. Minima alias doloribus saepe molestiae facilis neque. Illo iusto perferendis expedita sed molestias.
Nobis sit nemo non ut facilis aut quis. Recusandae minus ducimus eius ea vero culpa. Sit corrupti error qui non.
Est dolor ad qui voluptas rerum nisi sint consectetur. Et dolore quia saepe ab a. Et quia rerum quisquam voluptas.
Nihil dolor voluptatem aliquid delectus aut voluptate ducimus. Velit voluptas quis quod tempore excepturi qui consectetur. Atque porro possimus aut et est dignissimos. Qui corrupti quia accusamus ipsum excepturi. Earum mollitia praesentium et maiores id distinctio nemo.