I’m a financial data junkie, so I thought I’d share some of\u00a0my favorite sites for free\u00a0financal and economic data.\u00a0 I’ve also added links to these sites to the sidebar, and I’ll keep the sidebar\u00a0list updated as I find\u00a0new data sources.<\/p>\n

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• Yahoo! Finance<\/strong><\/a>:\u00a0 Yahoo! Finance is a great site for ETF, mutual fund, and stock data.\u00a0 The site allows historical price data to be downloaded in a CSV format,\u00a0and this\u00a0makes it easy to\u00a0calculate historical returns.\u00a0 For example, the R-script<\/a> I created for calculating Fama-French factor loading automatically downloads the\u00a0CSV file for the target fund\u00a0and converts the price data\u00a0to a monthly return series..<\/li>\n
• Google Finance<\/strong><\/a>:\u00a0 Google Finance is similar to Yahoo! Finance, but it lacks the historical dividend information.\u00a0 This makes it less useful for analyzing historical returns.\u00a0 However, Google Docs provides a “GoogleFinance” function which allows stock or fund information to be downloaded directly\u00a0into a Google Docs Spreadsheet.\u00a0 This is a great feature which makes it easy to setup a spreadsheet to track your portfolio.\u00a0 It is possible to directly download stock information from Yahoo! Finance into Excel, but the Google Docs + Google Finance combination makes it easy.<\/li>\n
• Fama-French Data Library<\/strong><\/a>:\u00a0 This site has a large amount of historical data compiled by Eugene Fama and Kenneth French.\u00a0 The data is updated regularly, and the Fama-French 3-factor data is especially useful for analyzing fund and portfolio performance.<\/li>\n
• Robert Shiller PE10 Data<\/strong><\/a>: This site has Robert Shiller’s PE10 data which was used in the book “Irrational Exuberance”.\u00a0\u00a0 I used this data to create a regression model for forecasting future returns<\/a>.\u00a0\u00a0Shiller’s PE10\u00a0data is also updated regularly.<\/li>\n
• Federal Reserve Economic Data (FRED)<\/strong><\/a>:\u00a0 This site has a wide variety of macroeconomic data including data for unemployment, GDP, interest rates, the money supply, etc.\u00a0\u00a0 The site also has pretty good tools for plotting the data.<\/li>\n
• Treasury Yield Curve Rates<\/strong><\/a>:\u00a0This site has historical and current\u00a0data for the Treasury and TIPS yield curves.\u00a0 I previously posted an Octave script which uses this data to calculate inflation expectations<\/a>.<\/li>\n
• Statistical Abstract of the United States<\/strong><\/a>:\u00a0 This site has a variety of U.S. and International Economic data.\u00a0 I think the data on foreign stock market capitalization <\/a>is especially interesting and I’m hoping to work this into a future post.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"

  I’m a financial data junkie, so I thought I’d share some of\u00a0my favorite sites for free\u00a0financal and economic data.\u00a0 I’ve also added links to these sites to the sidebar, and I’ll keep the sidebar\u00a0list updated as I find\u00a0new data sources. Yahoo! Finance:\u00a0 Yahoo! Finance is a great site for ETF, mutual fund, and stock data.\u00a0 […]<\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[1],"tags":[],"_links":{"self":[{"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/posts\/1610"}],"collection":[{"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/comments?post=1610"}],"version-history":[{"count":22,"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/posts\/1610\/revisions"}],"predecessor-version":[{"id":1633,"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/posts\/1610\/revisions\/1633"}],"wp:attachment":[{"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/media?parent=1610"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/categories?post=1610"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.calculatinginvestor.com\/wp-json\/wp\/v2\/tags?post=1610"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}