Commit History
feat: expand macro_daily to 73 series (27 FRED + 46 CBOE/Yahoo implied) 29e422f verified
feat: expand macro_daily to 33 series (27 FRED + 6 CBOE/Yahoo) 9cc3361 verified
Add macro_vintages.parquet: FRED revision history (simulated) 8a24e95
John Gavin commited on
Add metadata for S&P 500 + STOXX 600: 1656 tickers fe55be7
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Add S&P 500 + STOXX 600 majors: 1622 tickers, 7.1M rows d6c0443
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Add metadata for 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF) da68f90
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Add 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF) aef694b
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Metadata: 1053 tickers (+13 macro ETFs with returns) ea2b5b5
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Add 13 macro ETFs: TLT/GLD/DBC/UUP + extended (1013 tickers) b32ebfe
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Enriched metadata: computed beta/returns (95%+ coverage) + PIT amendments log 4e688f8
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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
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Update metadata: 994 tickers (933 LSE), +fund_family/yield/beta/returns c4758cb
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Scale equity to 958 tickers: 51 US + 910 LSE ETFs (2M rows, 40MB) 406cc18
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Add metadata.parquet (65 tickers, sector/market_cap/exchange) 368737d
John Gavin commited on
Add 14 crypto tokens + FF factors (860K total rows) 4306722
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Scale equity to 51 tickers (452K rows, 10MB) a04100d
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Add macro_daily.parquet (19 FRED series, 136K rows) a5adca0
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Add prototype Parquet files (AAPL equity + BTC crypto) 47c9e56
John Gavin commited on