Extending Historical Daily Commodities Data to 100 years

Following the theme of our previous article (how to extend historical daily bond data to 100 years), we decided to extend historical data of another asset class, commodities. This article explains our commodity data methodology and introduces data sources, which helped us extend historical daily commodities data to 100 years.

https://quantpedia.com/extending-historical-daily-commodities-data-to-100-years/