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Table 2 Open data sourcesa

From: Teaching programming skills to finance students: how to design and teach a great course

Name Web page Data types Related topics
Yahoo Finance http://finance.yahoo.com Current and historical pricing, analyst forecast, options, balance sheet, income statement CAPM, portfolio theory, liquidity measure, momentum strategy, VaR, options
Google Finance http://www.google.com/finance Current, historical trading prices Stock trading data
Federal Reserve http://www.federalreserve.gov/releases/h15/data.htm interest rates, rates for AAA, AA rated bonds fixed income, bond, term structure
Marketwatch http://www.marketwatch.com Financial statements Corporate finance, investment
SEC filing http://www.sec.gov/edgar.shtml Balance sheet, income statement, holdings Ratio analysis, fundamental analysis
Oanda http://www.oanda.com Foreign Exchange rates, price for precious metals International finance, commodity trading
Prof. French data library http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html Fama-French factors, market index, risk-free rate, industry classification Factor models, CAPM
Census Bureau http://www.census.gov/ http://www.census.gov/compendia/statab/hist_stats.html Census data Real income, trading strategy
US. Dept. Treasury http://www.treas.gov US. Treasury yield Fixed income
FINRA http://cxa.marketwatch.com/finra/BondCenter/Default.aspx Bond price and yield Fixed income
Bureau of Labor Statistics http://www.bls.gov/ http://download.bls.gov/ Inflation, Employment, unemployment, pay and benefits Macro economics
Bureau of Economic Analysis http://www.bea.gov/ GDP (Gross Domestic Product) and others . Macro economics
National Bureau of Economic Research http://www.nber.org/ Business cycles,vital statistics, report of Presidents Macroeconomics, financial stability
  1. aTableĀ 5.1 from Yan (2016). The author devotes an entire chapter to discussing many of those data sources