Some files that contain historic data that has been used in several posts for analysis are shown below and can be downloaded as desired. Numerous other data items are required as well, e.g. price data and detailed references as to how they may be obtained on the web have been provided on this site.
- Annual return data for various benchmarks MergedCleanedHistReturns
- Other historical data HistCombinedRet
- Sector return data Sector Close Prices this is in zip form
- SP500 close prices sp500Close
- Fama/French factor weighting data by sector 10Sector_EqWt
- Monthly benchmark SP500 return data SP500MthlyReturns
- Ten asset daily return sample used in the portfolio optimization example Returns_For_10Assets
- List of tickers/symbols by sector masterList_CompanySector– this is in zip form
- Schiller CAPE data Schiller CAPE Index Data
- IRS RMD factor table IRS RMD Factors