In my experience from developing Backtest (https://backtest.curvo.eu https://backtest.curvo.eu), a backtesting tool for EU index investors, the hardest part has

In my experience from developing Backtest (https://backtest.curvo.eu https://backtest.curvo.eu), a backtesting tool for EU index investors, the hardest part has been finding good and reliable data that goes as far back in time as possible. I only focus on index data so it's a bit easier but it's still hard. Lots of scraping, downloading and parsing CSVs, Excel sheets, some puppeteer magic... Some sources that I use: - MSCI data (https://www.msci.com/end-of-day-data-search https://www.msci.com/end-of-day-data-search) - Financial Times website (e.g. https://markets.ft.com/data/indices/tearsheet/summary?s=SP5MVT:CME https://markets.ft.com/data/indices/tearsheet/summary?s=SP5M...) - Investing.com (e.g. https://www.investing.com/indices/us-spx-500 https://www.investing.com/indices/us-spx-500) - STOXX - DAX - FTSE for FTSE stock indexes (https://research.ftserussell.com/analytics/indexviewer/chart?id=346864P&id=746163P&dataType=5Y&from=undefined&currency=EUR&perftype=Total&date=20-Jan-2015&chartType=LineChart&relative=undefined&datefrom=20-Jan-2010&frequency=weekly https://research.ftserussell.com/analytics/indexviewer/chart...) - Yieldbook.com for FTSE bond indxes (https://www.yieldbook.com/m/home/index.shtml https://www.yieldbook.com/m/home/index.shtml) - ICE website for ICE bond indexes - ... I'm constantly adding new indexes and sources (see https://backtest.curvo.eu/updates https://backtest.curvo.eu/updates) but it's tough! Some examples of what Backtest does: - MSCI World: https://backtest.curvo.eu/portfolio/NoIgsgygwgkgBAdQPYCcA2ATEAaYoAyAqgIwDsAHMQKwAsxZAnDsQLptA https://backtest.curvo.eu/portfolio/NoIgsgygwgkgBAdQPYCcA2AT... - My portfolio: https://backtest.curvo.eu/portfolio/NoIgmg9gTghgdgcgM4AIAK0AuAzCAbASwhABphQAZAVQEYAWAZgHYAGGgDnYfdJYDoWATgC6ZEAEkAoixYAhAGJ0ASvIASDGrz71RoKTNl0KAVjCCuWuiLHUWzThxoatHXROlyAKgCklAWTQGYxdhUKA https://backtest.curvo.eu/portfolio/NoIgmg9gTghgdgcgM4AIAK0A... If the author has any questions, just reach out to me! Happy to share my experiences.