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:
It’s hard to keep up with all the exchange-traded assets out there. For a few years, there were new ETFs every month. Issuers then began to experiment with other exchange-traded assets. In the past year, there have even been exchange-traded asset delistings. You could track this all down through filings in the SEC database, but MasterDATA has done this for you. I keep my list of exchanged-traded and closed-end funds updated through their very helpful list.
I took some time to combine this list with some additional data on the asset’s issuer, type, net assets, and dividend yield. Though the last two are not always available, the data may be useful for someone in this form. You can download the ETF spreadsheet here.