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Thomson Reuters Tick History. Reasons you might want to use it: 1) It has just about everything you could possibly imagine, going back a long way, and more. 2) The API is (mostly) straightforward to use, so you can download tons of stuff without mucking around in Excel or spreadsheets of any kind. 3) The data can arrive pre-cleaned. Of course, it is ...


There are three categories of variables in Fred that have been shown to have some predictiveness for [longer run] stock returns: -Interest rate spreads (constructed from the following) FEDFUNDS Effective Federal Funds Rate TB3MS 3-Month Treasury Bil GS1 1-Year Treasury Rate GS5 5-Year Treasury Rate GS10 10-Year Treasury Rate -Credit ...

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