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Financial Time Series Forecasting Repository (FTSFR)

📚 Documentation

Data Sources and Data Sets
FTSFR Datasets Info
Data Glimpses Report
Data Glimpses Report: FTSFR only

📊 Data Cleaning Procedure Summaries

Cleaning Summary: CDS Bond Basis
Cleaning Summary: CDS Returns
Cleaning Summary: Covered Interest Parity (CIP) Arbitrage Spreads
Cleaning Summary: Commodities Returns
Cleaning Summary: Corporate Bond Returns
He, Kelly, Manela (HKM) Test Portfolios: Options
Cleaning Summary: Options Data
- Imports
- Imports
Cleaning Summary: Treasury Bond Returns

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Cleaning Summary: Options Data

Cleaning Summary: Options Data#

Imports
Function Definitions
Data Note
1. Data Filtration
Imports
Functions
Execution

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By Jeremiah Bejarano

© Copyright 2024, Jeremiah Bejarano.