historyofmarket

Retrieve historical US market datasets via standard HTTP JSON requests.

173|28|Updated Jun 2, 2026
One-click install
npx skills add https://github.com/gauss314/skills --skill historyofmarket
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: historyofmarket
Source: https://github.com/gauss314/skills/tree/main/skills/historyofmarket
Command: npx skills add https://github.com/gauss314/skills --skill historyofmarket

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) and assets (resource) components.

What problem does it solve?

This skill solves the difficulty of accessing high-quality, long-term historical financial datasets for US markets, which are often fragmented or behind paywalls.

Core Features & Use Cases

  • Historical Market Data: Access daily price, volatility, and valuation metrics for major indices like the S&P 500, Nasdaq 100, and Dow Jones dating back to 1871.
  • Valuation & Risk Analysis: Utilize advanced metrics such as Shiller CAPE, drawdown analysis with recovery timelines, and driver decomposition to evaluate market regimes.
  • Sector & Component Intelligence: Analyze sector-specific ETFs like XLK and XLF, including GICS reclassification impacts and historical constituent reconstitution.

Quick Start

Use the historyofmarket skill to retrieve the current Shiller CAPE ratio and historical S&P 500 drawdown data.

Frequently Asked Questions about historyofmarket

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I access historical S&P 500 data going back to 1871 without an API key?

You can retrieve historical S&P 500 data from 1871 to the present using standard HTTP requests to fetch pre-generated static JSON datasets, completely eliminating the need for API keys.

What Shiller CAPE ratio and valuation metrics are available for long-term market analysis?

The available valuation metrics include the Shiller CAPE ratio, EPS, and drawdown events with recovery timelines, providing comprehensive quantitative data for analyzing historical US market regimes.

Can I use standard HTTP requests to fetch pre-generated financial datasets for Nasdaq and Dow Jones?

Yes, you can use standard HTTP requests to programmatically retrieve over 88 pre-generated JSON datasets covering daily prices, volatility, and valuation metrics for Nasdaq 100 and Dow Jones indices.

How do I analyze historical drawdown events and recovery timelines for US market indices?

You can analyze historical drawdown events by accessing pre-generated financial datasets that include detailed drawdown analysis with recovery timelines and driver decomposition for major US market indices.

Does this historical market data include sector ETFs and GICS reclassification impacts?

Yes, the datasets include sector-specific ETFs like XLK and XLF, providing analysis of GICS reclassification impacts and historical constituent reconstitution for comprehensive sector intelligence.

What's the best way to get quantitative historical market data for US indices without paying for premium APIs?

Access over 88 pre-generated financial datasets covering US market history from 1871 to present via standard HTTP requests, providing a free alternative to fragmented or paywalled historical market data sources.