Global Financial Data

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danZman
Roundtable Knight
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Location: Newport Beach,CA

Global Financial Data

Post by danZman »

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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Location: Jacksonville, FL

Re: Global Financial Data

Post by Aviator »

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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Posts: 8
Joined: Sat Nov 29, 2008 3:23 pm
Location: Jacksonville, FL

Re: Global Financial Data

Post by Aviator »

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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