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The Complete STI and HSI Data Series
By Student  •  January 4, 2011
In designing quantitative strategies it pays to be an obsessive freak about the quality of data. It took some elbow grease but I hope to save my future self and others some trouble: I am happy to announce the newest addition to the (very modest) PDT Data page, which is a complete time series (click to download) of the STI and HSI broken up into daily, monthly, and annual values with returns already calculated. Going all the way back to 1975 and 1964 respectively. This information is superior to both Yahoo Finance, which gives you only back to 1980′s,a nd Bloomberg, which refuses to let you graph various things/download complete data/resolve the 2 index reconstructions that the STI has experienced since inception......
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By Student
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