Need reliable source for 30+ years of S&P 500 historical data for LSTM/Transformer research [P]

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The user is seeking a reliable source for historical S&P 500 data spanning approximately 30 years, with daily OHLCV (Open, High, Low, Close, Volume) data. They are having trouble finding consistent and high-quality datasets from sources like Yahoo Finance or Kaggle.

Researchers typically use a variety of financial datasets for their projects. Commonly cited sources include Yahoo Finance, Alpha Vantage, CRSP (Center for Research in Security Prices), and Polygon. For a Master’s-level research project on financial time-series forecasting with LSTM/Transformer models, using only the S&P 500 index data might be insufficient. Including technical indicators, macroeconomic data, sentiment analysis, or constituent stock data could enhance model performance.

• Researchers often rely on multiple data sources for comprehensive datasets in financial research.
• The S&P 500 alone may not provide enough context, especially for long-term forecasting projects.
• Including additional financial and economic indicators can improve model accuracy and robustness.

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