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
About the Author
About the Reviewers

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:


Web page

Yahoo! Finance

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

Google Finance

Current and historical trading prices

Federal Reserve Bank Data Library

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

Financial statements

Russell indices

Russell indices

Prof. French's Data Library

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

Census Bureau