Data Vendors

FirstRate Data | 20 years of 1-minute and tick data for download (csv file downloads only, no API)
Kibot | 20-25 years of 1-minute/5-minute/1-hour bars. Only sells bundles, no individual tickers
Tick Data | Specializes in tick data. Institutional quality and accordingly expensive
QuantQuote | Expensive but good source for intraday stock data, especially good for delisted tickers
Quandl | Dataset marketplace which includes intraday stock data (as well as alternative datasets). Subscription only.


QuantStart | Tutorials, guides and lessons on quantitative finance
AllocateSmartly | Reports on trading strategies and backtest methods
The Financial Hacker | A new view on algorithmic trading
Flirting with Models | The Research Library of Newfound Research
InvestResolve | InvestResolve Asset Management's investment blog
Rob Carver's Blog | Individual investor's trading strategies and reviews
Capital Spectator | Investing, asset-allocation, economics


Cleaning High-Frequency Data | How to test, clean and correct high-frequency intraday data
Forecasting risk measures using intraday data
FRD Coupon