I'd like to try some algorighms on actual stock data. How can I get data for all the stocks on the Dow, or on NASDAQ? Can it be obtained for free? Thanks.
Why do want the data for these relics: Dow stocks from 1920: American Can Company The Baldwin Locomotive Works The Texas Company American Car and Foundry Company Central Leather Company United States Rubber Company American Locomotive Company Corn Products Refining Company United States Steel Corporation American Smelting & Refining Company General Electric Company Utah Copper Company The American Sugar Refining Company B.F. Goodrich Corporation Western Union Company American Telephone and Telegraph Company Republic Iron and Steel Company Westinghouse Electric Corporation Anaconda Copper Mining Company Studebaker Corporation
https://norgatedata.com/data-content-tables.php Check out at top right of first table “ US historical constituent” Can check pricing page. Pretty reasonable for a long delisted list.
Seems like before 1928 there were less than 30 stocks in the DJIA https://en.wikipedia.org/wiki/Historical_components_of_the_Dow_Jones_Industrial_Average
Backtesting is important, but people often go overboard. Whether or not your algorithm worked in 1930 (or 1980!) will have little bearing on how it does today.
here you go. Whatever you find that's profitable. I want 10% of it, ya hear? https://stooq.com/q/d/?s=^dji&c=0&d1=19170101&d2=19300101