In the next day or two, I’m hoping to produce some comprehensive research (at least comparatively in the blogosphere) on the relationship between the S&P 500 and the Federal Reserve’s permanent open market operations. Historical data for these operations is available back to August 2005.

In order to do this, I needed to get the Fed’s POMO data into a much more reasonable format.  The spreadsheet below is the result of my work.  You can download the spreadsheet here.

As an added bonus, I’ve decided to release the Python code I used to process the NYFRB’s XML data (you’ll need lxml, too). Here it is below:

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