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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.html

Discount rate
ftp://ftp.ny.frb.org/discount/Discount

IPO 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.com

Hedge fund returns
http://www.iasg.com

Cogent Edge is another source of Hedge fund return data, but their registration process is onerous.
http://www.cogenthedge.com

Global Financial Data
spot-price data for commodities
http://www.globalfindata.com

Index changes
Nasdaq 100 changes
http://www.nasdaq.com/reference/nasdaq_100_changes.xls

S&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.pdf

Russell 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.htm

S&P 500
http://www.aimfunds.com/education/0,1020,-1_4850,00.html

Last, Art Prices
http://web.artprice.com/start.aspx?l=en

Category: Markets

Please use the comments to demonstrate your own ignorance, unfamiliarity with empirical data and lack of respect for scientific knowledge. Be sure to create straw men and argue against things I have neither said nor implied. If you could repeat previously discredited memes or steer the conversation into irrelevant, off topic discussions, it would be appreciated. Lastly, kindly forgo all civility in your discourse . . . you are, after all, anonymous.

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