Backtesting With Fundamental Data

LIM has all the fundamental data and time series data you want. It has goofy data like the lunar cycle and temperature (and other geophysical data) if you're into that stuff. There are others out there that's even better but most of them are only known to institutions because the price is out most individual's reach. Most are subscription based and includes data updates.

I believe the prices are in the low 5 figures per year. Some require you to have Sun workstations to run it.
 
Navigator, you may be right about LIM. However, my search of their website didn't turn up any fundamentals. I now believe that Market Guide, a division of Multex, can supply the kind of data I want.

I brought up this issue on a message board at the Wealth Lab site. The owner, Glitch, replied that he was very interested in giving the ability to backtest with both fundamental and economic data. I suggested that they do a 3rd party integration with Market Guide.
 
Backtesting with Fundamental data can be lucrative. However it is also difficult to do usefully.

You must consider many different conditions. Not least how often the data is real or not.
 
You must log in or register to reply here.
Back
Top