Hi Charles! I just sent a note to Vincent, the maintainer of Sharadar Core US Equities Bundle (the dataset I'm using and recommend; check it at https://data.nasdaq.com/databases/SFA), so we can collaborate to write a post about the dataset! Thanks for the suggestion! Cheers
Yes, I've heard great things about Norgate data. Unfortunately, as far as I understand, it's Windows-only, and/or you cannot extract the data from their system to manipulate directly... (which makes it a no-go for Linux/Mac users and users who want to do more custom manipulations, machine-learning, etc...)
Thanks for the tip, Scott!! Based on your successful experience extracting the data out of the system, I will give it a try! I actually contacted their support and asked specifically about it, and their support said it was not possible... but I will give it a try... thanks again!
Thanks for the great article.
I was wondering how you maintain a survivorship bias-free dataset. If you can, could you do a post on this?
Thanks!
Hi Charles! I just sent a note to Vincent, the maintainer of Sharadar Core US Equities Bundle (the dataset I'm using and recommend; check it at https://data.nasdaq.com/databases/SFA), so we can collaborate to write a post about the dataset! Thanks for the suggestion! Cheers
Norgate data is best in class solution
Yes, I've heard great things about Norgate data. Unfortunately, as far as I understand, it's Windows-only, and/or you cannot extract the data from their system to manipulate directly... (which makes it a no-go for Linux/Mac users and users who want to do more custom manipulations, machine-learning, etc...)
I have extracted the historical index database into other platforms, which requires custom work, but typically I use it within AmiBroker
I have also used the Sharadar database, which is OK although not as elegant.
Thanks for the tip, Scott!! Based on your successful experience extracting the data out of the system, I will give it a try! I actually contacted their support and asked specifically about it, and their support said it was not possible... but I will give it a try... thanks again!
If you want to chat live, I can describe how to do it.