Commit History

feat: 78 series (27 FRED + 46 CBOE + 5 international implied vol)
5d227c5
verified

dsfefvx commited on

feat: expand macro_daily to 73 series (27 FRED + 46 CBOE/Yahoo implied)
29e422f
verified

dsfefvx commited on

feat: expand macro_daily to 33 series (27 FRED + 6 CBOE/Yahoo)
9cc3361
verified

dsfefvx commited on

Add macro_vintages.parquet: FRED revision history (simulated)
8a24e95

John Gavin commited on

Add metadata for S&P 500 + STOXX 600: 1656 tickers
fe55be7

John Gavin commited on

Add S&P 500 + STOXX 600 majors: 1622 tickers, 7.1M rows
d6c0443

John Gavin commited on

Add metadata for 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF)
da68f90

John Gavin commited on

Add 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF)
aef694b

John Gavin commited on

Metadata: 1053 tickers (+13 macro ETFs with returns)
ea2b5b5

John Gavin commited on

Add 13 macro ETFs: TLT/GLD/DBC/UUP + extended (1013 tickers)
b32ebfe

John Gavin commited on

Enriched metadata: computed beta/returns (95%+ coverage) + PIT amendments log
4e688f8

John Gavin commited on

Update metadata: 1040 tickers (+46 major LSE ETFs)
f2538c8

John Gavin commited on

Update crypto: 14 tokens via yfinance batch (was serial R)
ffb040d

John Gavin commited on

Add 42 major LSE ETFs: Vanguard, iShares, SPDR (1000 tickers total)
3120094

John Gavin commited on

Update metadata: 994 tickers (933 LSE), +fund_family/yield/beta/returns
c4758cb

John Gavin commited on

Scale equity to 958 tickers: 51 US + 910 LSE ETFs (2M rows, 40MB)
406cc18

John Gavin commited on

Add metadata.parquet (65 tickers, sector/market_cap/exchange)
368737d

John Gavin commited on

Add 14 crypto tokens + FF factors (860K total rows)
4306722

John Gavin commited on

Scale equity to 51 tickers (452K rows, 10MB)
a04100d

John Gavin commited on

Add macro_daily.parquet (19 FRED series, 136K rows)
a5adca0

John Gavin commited on

Add prototype Parquet files (AAPL equity + BTC crypto)
47c9e56

John Gavin commited on

initial commit
6b65c5e
verified

dsfefvx commited on