Book Image

Python for Finance

By : Yuxing Yan
Book Image

Python for Finance

By: Yuxing Yan

Overview of this book

Table of Contents (20 chapters)
Python for Finance
Credits
About the Author
Acknowledgments
About the Reviewers
www.PacktPub.com
Preface
Index

Open data sources


Since this chapter explores the statistical properties of time series, we need certain data. It is a great idea to employ publicly available economic, financial, and accounting data since every reader can download these time series with no cost. The free data sources are summarized in the following table:

Name

Web page

Yahoo! Finance

http://finance.yahoo.com

Current and historical pricing, BS, IS, and so on

Google Finance

http://www.google.com/finance

Current and historical trading prices

Federal Reserve Bank Data Library

http://www.federalreserve.gov/releases/h15/data.htm

Interest rates, rates for AAA, AA rated bonds, and so on

Financial statements

Russell indices

http://www.russell.com

Russell indices

Prof. French's Data Library

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Fama-French factors, market index, risk-free rate, and industry classification

Census Bureau

http://www.census.gov/

http://www.census.gov/compendia/statab...