stock data

皆さん、こんにちは,

can anybody point me to a source for stock data (indices and large cap us/european stocks) which can be imported into strategyquant? It can be free or purchasable.

ありがとうございます。.

Good Q, I’d like to know too. Especially for the indexes. The SQ downloader of data from Dukas doesn’t seem to grab the index data for me (anyone else have that issue?)

Stock data can be downloaded for free from finance.yahoo.com. We might even add this to next version of SQ.

Indexes are a problem – if it is futures then you’ll probably not get quality data for free.