Backtesting With Fundamental Data

Discussion in 'Data Sets and Feeds' started by rrisch, Mar 21, 2002.

  1. LIM has all the fundamental data and time series data you want. It has goofy data like the lunar cycle and temperature (and other geophysical data) if you're into that stuff. There are others out there that's even better but most of them are only known to institutions because the price is out most individual's reach. Most are subscription based and includes data updates.

    I believe the prices are in the low 5 figures per year. Some require you to have Sun workstations to run it.
     
    #11     Mar 23, 2002
  2. rrisch

    rrisch

    Navigator, you may be right about LIM. However, my search of their website didn't turn up any fundamentals. I now believe that Market Guide, a division of Multex, can supply the kind of data I want.

    I brought up this issue on a message board at the Wealth Lab site. The owner, Glitch, replied that he was very interested in giving the ability to backtest with both fundamental and economic data. I suggested that they do a 3rd party integration with Market Guide.
     
    #12     Mar 23, 2002
  3. Pabst

    Pabst

    Don't see any pricing schedule on the LIM homepage. Any idea about the cost of the browser bases MIM?
     
    #13     Mar 24, 2002
  4. God#9

    God#9 Guest

    Backtesting with Fundamental data can be lucrative. However it is also difficult to do usefully.

    You must consider many different conditions. Not least how often the data is real or not.
     
    #14     Mar 25, 2002