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Hi, i want to purchase historical end of day price data to backtest the momentum strategy in clenows book. Could you tell me, which data package i should buy on eoddata. And which "Data Format Options" should i choose for zipline. Thank you very much in advance. Nice greetings from germany |
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Replies: 2 comments
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Hi Psydra, It appears you need the "US Equity Historical data Bundle" for $200 from eoddata. That should contain all the S&P 500 equitiesfor 20 years. You might email them to be sure. As to zipline, I have only a little experience with that software. You should be able to google search or ask in a zipline forum for that answer. Best of Luck, Farrell |
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Hi Psydra,
It appears you need the "US Equity Historical data Bundle" for $200 from eoddata. That should contain all the S&P 500 equitiesfor 20 years. You might email them to be sure. As to zipline, I have only a little experience with that software. You should be able to google search or ask in a zipline forum for that answer. Best of Luck,
Farrell