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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
🔧 Development
MyST Markdown Demos 💡
Repository
Open issue
Index
