Total of 295 data points from 14 differenct sources using API form each one of them
SOURCES :
- Yahoo Finance
- BLS - Bureau of Labour Statistics
- FRED - St Louis FED
- US Census
- BEA - Bureau of Economic Analyses
- US FED
- Philly FED
- US Treasury Department
- ONS - Office for National Statistics (UK)
- Canada Central Bank
- Eurostat Data (Europe)
- Brazilian Central Bank
- INEGI - National Institute of Statistic and Geography (Mexico)
- Manual Data - Other manual data
Example :
Colect macro data from different sources to create analyses, charts and statisical modelling
1 - Load Data_specs.json with all data available in the macro
2- Load Database with selected data
- API_KEYS need to be provided in the constants_private.py file
- Some analyses run as examples of how to extract data, generate charts and save it to files
US Inflation Expectations
S&P500 vs US 10Y Real Rate
US Housing
US IG Spreads x MOVE Index
- Some data still requires manual input since it's not automated from an official source. A csv file is provided in the folder that needs to be updated