Global Financial Data

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danZman
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Global Financial Data

Post by danZman » Mon Oct 06, 2014 10:55 pm

So I've been looking around for the longest historical database out there. Came across GFD from a recommendation from Mabane Faber.

They go back as far as 1252 for commodity data (but I think it's yearly data for a few hundred years...wow).

Do you use them?

I'm just wondering if there's an alternative to go back 200+ years for an asset rotation model. More data the merrier right? It wouldn't hurt to figure out the best walk-forward numbers with the best database.

I've only been able to go back to 1926 with another data source.

But it's $15,000 a year for GFD (then another $10,000 for each of my employees).

Do I have alternatives?

Thanks!

Aviator
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Re: Global Financial Data

Post by Aviator » Sat Sep 12, 2015 1:50 am

I am a current student at Wharton and was looking through this database today (university has subscription). From what I could see, it was only US & UK equities, no futures. The database did have a significant amount of economic data though.

Aviator
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Re: Global Financial Data

Post by Aviator » Mon Dec 21, 2015 9:52 pm

Correction to my last post. They do have futures and some have very long histories. Grain contracts go back to the 1920s. Only daily data though, no intraday data.

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