Macrobond Point-In-Time Data

Overview

Simulate investment strategies while avoiding look-ahead bias with point-in-time stamps and revision history data.

Ensure your strategies are as accurate as possible in a fast-paced environment where sources quickly revise their publications. Access unrevised data alongside their integration time stamps.

Conduct your backtesting and backcasting strategies by using vintage time stamps as a backtest date.

Data Feed Coverage

Data Feed Details

Rely on a provider that speeds up the process of collating and making sense of millions of data points so you can create timely models with ease and confidence. Macrobond's open data and time series are rigorously organized and updated within seconds of release. All data is provided "as is" directly from the source and includes links back to the originator for underlying methodology details. Simulate investment strategies while avoiding look-ahead bias with point-in-time stamps and revision history data. Access over 20 million time series with vintages from trade, income and earnings, labor market, survey and leading indicators, demography, and national accounts.

Firm Information

Macrobond is a leading provider of global economic, aggregate financial, and sector time-series data for professionals, including economists, analysts, quants, strategists, portfolio managers, and asset allocators. Its flexible SaaS solution delivers timely macroeconomic data from more than 2,500 sources, supported by the most comprehensive metadata in the industry. Macrobond’s integrated analytical tools enable customers worldwide to find, analyze, and visualize relevant data quickly.