Financial Datasets for Algo Trading

This documentation is a part of Algo Trading Multiverse Course and contains the information about the Financial dataset for thousands of asset classes, macroeconomic data, fundamentals and alternative data that can be used for building algo trading models.

This doumentation shows you how to get massive amounts of Financial Data and explains how to install required Libraries and how to download/import the data with few lines of Python Code.

The data covered in this documentation include:

  • Historical Price and Volume Data for 100,000+ Instruments.

  • Foreign Exchange (FOREX): 150+ Currency Pairs

  • 500+ Cryptocurrencies

  • Commodities (Crude Oil, Gold, Silver, etc.)

  • Futures and Option data

  • Macroeconomic variables

  • Stock Options, Stock Splits and Dividends for 5000+ Stocks

  • Fundamentals, Metrics and Ratios for Stocks, Bonds, Indexes, Mutual Funds and ETFs

  • Balance Sheets, Cashflow and Profit and Loss Statements (P&L)

  • 50+ Technical Indicators (i.e. SMA, Bollinger Bands).

  • 50+ Exchanges all around the world.

  • Real-time and Historical Data dating back to the 1960s.

  • High-frequency real-time Data

Financial Datasets - Summary by source and types:

Source

Categories

Indices and tables