Historical dataset of prices of valuable metals

Question

I am looking for a dataset that includes the historical price of gold, silver, platinum, copper and other valuable metals.

To be precise I am looking for a dataset that consists of more that 10 variables. It is important to me that data are autocorrelated and there exists a time component in it.

This is a self study question and I would be happy if you introduce me any other dataset with described property.

Answer 1

A quick search for commodity prices gives this link: https://www.imf.org/external/np/res/commod/External_Data.xls

Please be aware that commodity markets aren't really as random as they may seem - a few smart & devious traders speculate to fleece the heck out of simpleton investors.

Answer 2

I answer this question by sharing a list of websites that provide many datasets in many fields including, finance, econometrics, biology, image processing, medicine, historical data, longitudinal data, stock market, sports and even data that are used in handbooks. I have gathered this list from a long time search on google. I do not provide a description of each individual link but a quick look at the urls can give you a clue of the content.

ftp://ftp.ics.uci.edu/pub/machine-learning-databases

http://archive.ics.uci.edu/ml/datasets.html?format=&task=&att=&area=&numAtt=&numIns=&type=ts&sort=attDown&view=table

http://astrostatistics.psu.edu/datasets/

http://bowtie-bio.sourceforge.net/recount/

http://catalog.data.gov/dataset

http://cs.brown.edu/~pavlo/stocks/

http://data.bls.gov/pdq/SurveyOutputServlet

http://ec.europa.eu/economy_finance/db_indicators/micref/index_en.htm

http://en.wikipedia.org/wiki/Microarray_databases

http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts/

http://genome-www.stanford.edu/cellcycle/data/rawdata/

http://gprege.googlecode.com/svn/trunk/

http://homepage.stat.uiowa.edu/~kchan/TSA.htm

http://introcs.cs.princeton.edu/java/data/

http://lib.stat.cmu.edu/DASL/allsubjects.html

http://microdata.worldbank.org/index.php/home

http://mlcomp.org/datasets

http://mldata.org/repository/data/viewslug/lung-cancer-michigan/

http://pages.swcp.com/stocks/#Daily%20update

http://people.stern.nyu.edu/wgreene/Econometrics/PanelDataSets.htm

http://sbcny.org/data.htm

https://stats.stackexchange.com/questions/7/locating-freely-available-data-samples

http://web.stanford.edu/~clint/bench/#ar1

http://www.affymetrix.com/support/technical/sample_data/gene_1_0_array_data.affx

http://www.astronexus.com/hyg

http://www.atlasoftheuniverse.com/stars.html

http://www.broadinstitute.org/cgi-bin/cancer/datasets.cgi

http://www.census.gov/

http://www.cru.uea.ac.uk/data/

http://www.cs.cmu.edu/afs/cs.cmu.edu/project/theo-81/www/

http://www.econ.yale.edu/~shiller/data.htm

http://www.economicswebinstitute.org/ecdata.htm

http://www.exploredata.net/Downloads/Gene-Expression-Data-Set

http://www.freetheworld.com/datasets_efw.html

http://www.fruitfly.org/sequence/download.html

http://www.gavrila.net/Datasets/Univ__of_Amsterdam_Multi-Cam_P/univ__of_amsterdam_multi-cam_p.html

http://www.inf.ed.ac.uk/teaching/courses/dme/html/datasets0405.html

http://www.kdnuggets.com/datasets/

http://www.nber.org/data_index.html/

http://www.ncbi.nlm.nih.gov/sites/GDSbrowser?acc=GDS3222

http://www.ons.gov.uk/ons/datasets-and-tables/index.html?pageSize=50&sortBy=none&sortDirection=none&newquery=microdata

http://www.quantshare.com/sa-43-10-ways-to-download-historical-stock-quotes-data-for-free

http://www.r-bloggers.com/high-dimensional-microarray-data-sets-in-r-for-machine-learning/

http://www.stat.pitt.edu/stoffer/dss.html

http://www.stat.wisc.edu/~reinsel/

http://www.who.int/research/en/

http://www-psych.stanford.edu/~andreas/Time-Series/SantaFe.html

https://genome.unc.edu/cgi-bin/SMD/cluster/QuerySetup.pl

https://github.com/chiras/chi_array

https://github.com/ramhiser/datamicroarray

https://github.com/ramhiser/paper-rlda-comparison

https://github.com/SheffieldML/gprege/blob/master/R/man/DellaGattaData.Rd

https://sites.google.com/site/davesmant/various/data-sets-sources

https://vincentarelbundock.github.io/Rdatasets/datasets.html

http://www.chess.com/downloads/database+of+games

Answer 3

A bit late answering this one. The Kaggle datasets include data on the precious metals:

eg

Gold: https://www.kaggle.com/vasilis73/goldindex/data