I am working on volatility in Indian stock returns using bond returns as one of the regressors. I want daily stock returns and bond returns data for latest two years. Can you please share the link from where I can download data?
I would believe that Suraj Sharma can get the data from CMIE ProwessIQ.
However, in this case, I would also caution you that the dataset will be enormous as it is a daily return for two years. A vast dataset can not be run using SPSS, Eview, and STATA. Alternatively, you have to conduct the analysis using R software. For the bond return data, someone here would help you out as I have never worked on it.
I would also suggest you discover any research papers investigating the bond returns based on any other country's context. You might get a clue as to where can you obtain the data from.
Hope this helps
Thayyib
You can look here:
1) https://tradingeconomics.com/india/government-bond-yield
2) https://www.investing.com/rates-bonds/india-10-year-bond-yield-historical-data
3) https://www.reuters.com/markets/bonds/india
4) https://www.exchange-data.com/product/securities-reference-data/
All can be very easy collected from this website by download or using Python
Hello Emmanuel, I collect the current stocks for any countries using Python and the API yahoo finance. However, you can use and collect the current stock information from NSE website with a short Python transcript. I have attached the quick tutorial here for you:
https://medium.com/@rohanjoseph_91119/stock-analysis-in-python-4e7b7884517a
You can use your Indian yahoo and collect from yahoo finance as well. I have attached an excellent quick YouTube to complete this task with Python: https://youtu.be/NjEc7PB0TxQ
Other solutions are here:
Website - https://www.investing.com is not restricted to the Indian market. You can download historical data for stocks and many, funds which is needed for any type of analysis.
Website – https://economictimes.indiatimes.com/markets, you can collect stock screening, portfolio tracking and management, from Beta to daily volatility, to financial statements and trends.
Website – https://www.valueresearchonline.com/ also provide the ability to screen stocks by indices and sectors.
Finally, you can download NIFTY-50 Stock Market Data (2000-2021) from NSE India with one click on the download. www.kaggle.com is a very reliable data source with codes and discussion areas where you can ask an expert if you don't understand something or if you wish to provide more technical developments.
See here is a simple Python code to collect the daily stock data from NESpy:
from nsepy import get_history from datetime import datetime start = datetime(2001, 1, 1) end = datetime(2021, 24, 5) data = get_history(symbol='PNB.NS',start=start,end=end) data.head()
I hope it helps. I can always provide more data sources and solutions for you. Best, Dr.K
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