Datasource for regression model prediction : Machine Learning I am trying to work using Amazon machine learning, but the data set that I have is small. The model I want to build is for regression based predictions and the domain I am aiming for the data set to belong is financial, say product price prediction, price and demand prediction based on macro/micro economic factor.

I am looking for a data set that contains factors that lead to variations in value of a product or commodity. For example, I would like to predict the value of 1 unit of polyester yarn after 1 year.  The factors which influence the yarn price are say - prices of crude oil, GDP of country,figures of IIP, inflation etc. So I would like a data set that contains the quotes of these factors on which the final price depends.

I find difficulty assembling this data myself because I don't know all the factors that contribute to a certain predictive price. Does anyone know of a dataset I can start with that sounds like it might contain these factors?
There are multiple datasets available in the internet but you need to pay for most of them.
One of the best datasets for starting (and it is free) is the Quantquote Free dataset. 

You can download it from here. 

This is the description (borrowed from their website):


  This collection of daily resolution data goes back to 1998 for all symbols currently active in the S&amp;P500. It is updated quarterly, the last update was 07/31/2013.