Quantitative Trading and Systematic Investing

Letian Wang Blog on Quant Trading and Portfolio Management


Free Historical Market Data Download in Python

Historical market data is essential for financial analysis and strategy backtesting. Professional data vendors sometimes are not an economically viable option for retail investors or startups. Fortunately, with the development of financial technologies or FinTech and the movement of inclusive finance, there are choices of free market data sources available online.

This post discusses three of them and demonstrate how to get data with Python. The three data sources and APIs discussed here are:

  • Yahoo Finance

  • Pandas DataReader

  • Quandl

  • Interactive Brokers (Supplemental)

The full post can be found here on medium.