feat: 78 series (27 FRED + 46 CBOE + 5 international implied vol) 5d227c5 verified dsfefvx commited on 16 days ago
feat: expand macro_daily to 73 series (27 FRED + 46 CBOE/Yahoo implied) 29e422f verified dsfefvx commited on 16 days ago
feat: expand macro_daily to 33 series (27 FRED + 6 CBOE/Yahoo) 9cc3361 verified dsfefvx commited on 17 days ago
Add macro_vintages.parquet: FRED revision history (simulated) 8a24e95 JohnGavin commited on 25 days ago
Add metadata for 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF) da68f90 JohnGavin commited on 26 days ago
Add 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF) aef694b JohnGavin commited on 26 days ago
Add 13 macro ETFs: TLT/GLD/DBC/UUP + extended (1013 tickers) b32ebfe JohnGavin commited on 27 days ago
Enriched metadata: computed beta/returns (95%+ coverage) + PIT amendments log 4e688f8 JohnGavin commited on 27 days ago
Add 42 major LSE ETFs: Vanguard, iShares, SPDR (1000 tickers total) 3120094 JohnGavin commited on 27 days ago
Update metadata: 994 tickers (933 LSE), +fund_family/yield/beta/returns c4758cb JohnGavin commited on 27 days ago
Scale equity to 958 tickers: 51 US + 910 LSE ETFs (2M rows, 40MB) 406cc18 JohnGavin commited on 27 days ago
Add metadata.parquet (65 tickers, sector/market_cap/exchange) 368737d JohnGavin commited on 27 days ago