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data asdf May 19, 2019
.gitignore survivorship-free May 12, 2019
README.md survivorship-free May 12, 2019
data.zip survivorship-free May 12, 2019
generate.py survivorship-free May 12, 2019

README.md

Survivorship Bias-Free S&P 500 Data

See more information at my blog post.

Generated Data in data or data.zip. Tickers in data/tickers.csv.

Generate Data

Download Quandl's WIKI Prices dataset and save as WIKI_PRICES.csv.

Then run ./generate.py

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