Global Financial Data
Posted: 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!
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!