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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 Current and historical pricing, analyst forecast, options, balance sheet, income statement CAPM, portfolio theory, liquidity measure, momentum strategy, VaR, options
Google Finance Current, historical trading prices Stock trading data
Federal Reserve interest rates, rates for AAA, AA rated bonds fixed income, bond, term structure
Marketwatch Financial statements Corporate finance, investment
SEC filing Balance sheet, income statement, holdings Ratio analysis, fundamental analysis
Oanda Foreign Exchange rates, price for precious metals International finance, commodity trading
Prof. French data library Fama-French factors, market index, risk-free rate, industry classification Factor models, CAPM
Census Bureau Census data Real income, trading strategy
US. Dept. Treasury US. Treasury yield Fixed income
FINRA Bond price and yield Fixed income
Bureau of Labor Statistics Inflation, Employment, unemployment, pay and benefits Macro economics
Bureau of Economic Analysis GDP (Gross Domestic Product) and others . Macro economics
National Bureau of Economic Research 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