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https://github.com/Quanturf/quanturf_dataset

Free financial data for algo-trading
https://github.com/Quanturf/quanturf_dataset

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Free financial data for algo-trading

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README

        

Quanturf's Datasets - Free Financial data for building Financial models
==========================================================================================

This repository contains the information about the **Free financial dataset** for thousands of asset classes, macroeconomic data, fundamentals and alternative data that can be used for building algo-trading models on [Quanturf](http://quanturf.com/).

Refer to the detailed documentation [here](https://quanturf-dataset-alpha.readthedocs.io/en/latest/)

This doumentation shows you how to get massive amounts of Financial Data and explains how to **install required Libraries** and how to **download/import the data** with few lines of Python Code.

The data covered in this documentation include:
-----------------------------------------------
- Historical Price and Volume Data for 100,000+ Symbols/Instruments.
- 50+ Exchanges all around the world.
- Real-time and Historical Data (back to 1960s)
- High-frequency real-time Data
- Foreign Exchange (FOREX): 150+ Currency Pairs
- 500+ Cryptocurrencies
- Commodities (Crude Oil, Gold, Silver, etc.)
- Futures and Option data
- Macroeconomic variables
- Stock Options, Stock Splits and Dividends for 5000+ Stocks
- Fundamentals, Metrics and Ratios for Stocks, Bonds, Indexes, Mutual Funds and ETFs
- Balance Sheets, Cashflow and Profit and Loss Statements (P&L)
- 50+ Technical Indicators (i.e. SMA, Bollinger Bands).

Financial Data types covered:
-------------------------------------------------
See detailed documentation [here](https://quanturf-dataset-alpha.readthedocs.io/en/latest/#financial-datasets-summary-by-source-and-types/).
- Equities
- FixedIncome
- FX
- Commodities
- Crypto
- Fundamentals
- OptionFuture
- Macroeconomic
- Sentiments
- AlternativeData

Financial Data source covered:
-------------------------------------------------

Seperate notebook for each different library has been included.

- YahooFinance
- Alphavantage
- FundamentalAnalysis
- quandl
- FRED
- Stooq
- IEX
- Oanda
- finviz

Contributing
------------

To any interested in making the FinAIML better, there are still some improvements
that need to be done.
A full TODO list is available in the `roadmap `_.

If you want to contribute, please go through `CONTRIBUTING.md `_ first.

Indices and tables
-------------------

* :ref:`genindex`
* :ref:`search`
* :ref:`modindex`

### Our Recommendation

* We prefer yfinance for technical analysis, because it has an easy-to-use API and very convenient most of the times.

* For Fundamental analysis, FundamentalAnalysis package is the best, as it requires no data cleaning and can be used directly to get detailed financial statements of a company, however it has coverage limitations and doesn't cover a lot many stock exchanges, so you can choose between Web Scraping and FundamentalAnalysis package as per your requirement.