CAGR vs Average Annual Return: Formula and Examples
Compare CAGR with arithmetic average annual return using worked examples, Excel formulas and clear checks for dates, cash flows and historical price data.
Tag · historical market data
historical market data
4 posts on historical market data from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged historical market data
Maximum Drawdown in Python: Calculate Loss and Recovery Time
Calculate maximum drawdown in Python with pandas. Find peak, trough and recovery dates, handle unrecovered losses, and analyze historical market data.
Cursor pagination for market data APIs: pull years of 1-minute OHLCV bars without gaps
How cursor pagination works on a market data API, with request math, a Python loop, and a gap check for multi-year pulls of 1-minute OHLCV bars.
1-minute OHLCV data: how to resample minute bars into 5m, 15m, and 1h
1-minute OHLCV bars are the base timeframe. The exact rules for resampling minute bars into 5m, 15m, and 1h bars, with the alignment and gap traps to avoid.