[R-sig-finance] data sources

[steve miller]

Russell:
http://www.russell.com/US/Indexes/US/index_values.asp

MSCI:
http://www.msci.com/us/indexperf/index.html

French/Fama:
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Wilshire:
http://www.wilshire.com/Indexes/calculator/

Barra:
http://www.barra.com/Research/DownloadMonthlyReturns.aspx

Steve Miller

----- Original Message ----- 
From: "Fernando Saldanha" <fsaldan1 at gmail.com>
To: <r-sig-finance at stat.math.ethz.ch>
Sent: Thursday, March 02, 2006 9:04 AM
Subject: Re: [R-sig-finance] data sources


> From: "Gabor Grothendieck" <ggrothendieck at gmail.com>
> 
>> Is anyone aware of data sources, preferably free but
>> commercial if need be, for historical price
>> data (daily, weekly or even monthly would be ok)
>> for various broad asset classes.
> 
> Yahoo Finance has lots of historical data on stocks and indexes. For
> example, for the Nasdaq 100, go to
> 
> http://finance.yahoo.com/q/hp?s=%5ENDX
> 
> FS
> 
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