Uncorrelated Asset Class Data
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Yahoo Finance has lots of data available to be downloaded in spreadsheet format. You can get Dow Jones data pre-1900 from www.djindexes.com and depending on the class of investment you're looking for there is quite a bit of free data to be found. If you're more specific about what kind of data you're looking for and what you plan to do with it, you may get more helpful suggestions.
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