Finding Historical Fund Data for Backtests

Summary

The document asks how to find funds or exchange-traded funds by asset class and determine how far back their historical data extends. The replies point to free historical price data from Yahoo Finance and mention libraries that can retrieve it. They also name a tick-data downloader and suggest an R package for accessing Yahoo Finance data. Together, these suggestions offer possible starting points for sourcing fund histories and loading market data for a backtest.

The replies do not provide an asset-class directory, a comparison of data coverage, or a method for checking the start date across many instruments. They also do not assess data accuracy, missing observations, corporate-action adjustments, survivorship bias, or whether the suggested sources contain the right frequency and instruments for a particular study. The recommendation to use free data is therefore a pointer, not evidence that a dataset is complete or suitable. Researchers still need to verify coverage and data quality for their intended backtest.

Key ideas

• Historical fund prices can be sourced from public finance data services.
• Libraries can help retrieve data programmatically, including from Yahoo Finance.
• The document does not supply a searchable fund list organized by asset class or data start date.
• Data coverage and quality should be checked for the intended backtest.

Tags

# How to find funds with long history to use in backtest?


# How to find funds with long history to use in backtest?












Is there a way (website/code) to find funds/etfs for a given asset class and how much data history is available (yahoo finance or other) ? It could be as simple as a list of funds by asset class and their data start date.

## Answer by Charbel (score 2)

https://quant.stackexchange.com/a/21237

yahoo finance has a large set of historical data. it's available for free. There are a few libraries, to retrieve the data

## Answer by Alex Bădoi (score 0)

https://quant.stackexchange.com/a/25397

quant tick downloader. free with the most accurate free tick data u can find.

click here

also for yahoo finance data in R try the Quantmod package

```
getSymbols("^GSPC", from="1990-01-01" , to ="2000-01-01" )
```

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