In order to backtest trading strategies or do market analysis it's essential to have historical stock price data. Once you have the data at your fingertips you can easily test out your trading rules and try your ideas with a backtesting software or a simple spreadsheet program.
That's why I've pulled together this large database of US stock data and created a python script that allows you to extract historical data from Yahoo Finance for free. Each month I will update the data with the script and upload it here.
With this package you get:
These days historical EOD stock data can be found in numerous places online. The tricky part is getting the data onto your computer and into your analysis program without wasting time.
With this script you can speed up or even automate the downloading and update process.
Or you can just download the data in CSV format, it's up to you.
Joe Marwood is an independent trader and investor specialising in financial market analysis and trading systems. He worked as a professional futures trader for a trading firm in London and now works through his own private company.
He started his career as a day trader and worked right through the financial crisis of 2008/2009. He has a passion for building mechanical trading strategies and uses a blend of fundamental and technical analysis to find low-risk investment opportunities.
Please note: This data is scraped from the Yahoo finance website and is provided in 'as is' format. All data is provided for informational purposes only, not intended for trading purposes or advice.
Marwood Research will not be liable for any informational errors, incompleteness, delays, financial losses or for any actions taken in reliance on information contained herein. Full risk warning and disclaimer applies.
Thanks to Serge Rotenberg for help with the python script and Jiun Yen for contribution of the yahoo ticker list.