Post #3502 by RAMc on the Mechanical Investing board

Investment Strategies / Mechanical Investing ❤

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I’ll second the rec for Norgate. Not inexpensive though. I purchased their 20 years of survivorship bias free package many years ago put the data in my own database and then for several years regularly updated the data using python get data or yfinace utility. If you don't continue to use the Norgate method of distinguishing between ticker symbols that are reused when a new company replaces an older one that delisted. As I remember the formats at least in the past are not the same but easy to convert. The only problem is yahoo randomly changes their data interface and it sometimes takes a month or two before you have access to data. Have to admit I haven’t been keeping this up for almost a year.

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