For the past month, I've been focusing on getting up to speed on the data mining features of SQL 2005. Really amazing stuff. I'll be giving a presentation on this in the near future. One of the things that took a significant amount of time was putting together a database that I could use for testing. I didn't want to use AdventureWorks or something like that because I wanted something that had more data and more "real world".

So I downloaded the past 20 years of stock prices from a public quote server, the past 10 years of foreign currency prices, and a slew of economical data from Federal Reserve. (See picture below). The database has over 7,300 companies (I tried to get all NASDAQ, NYSE, and AMEX tickers) with over 16 million quotes.

Now I'm creating models and running predictions. For the most part, I'm able to exercise all of the data mining algorithms. I haven't found the secret formula to the stock market yet, but someday…

If anybody else is interested getting a copy of this database, let me know via the contact link. Because it's over a gigabyte in size and I don't have massive bandwidth allowances in my hosting account, it has to be transported via postal mail. PayPal me $30 to cover the cost of burning a DVD and sending it, and I'll get it out to you.