Historical Data - Where to find?

Discussion in 'Data Sets and Feeds' started by granville, Sep 22, 2005.

  1. Hi Everyone,
    I am trying to build a long term volatility based asset allocation model.

    So here's my problem.. where do I get historical data on market cap indecies? Russell has data only back to 1995. Yahoo has data back to 1991 (small and mid cap). Where can I find 20+ years of data?

    Thanks all!