Database

Testing blogdown / hugo / netlify functionality on cloned repo. Session information blogdown::check_site() Session information sessionInfo() ## R version 4.4.2 (2024-10-31 ucrt) ## Platform: x86_64-w64-mingw32/x64 ## Running under: Windows 11 x64 (build 22631) ## ## Matrix products: default ## ## ## locale: ## [1] LC_COLLATE=English_Australia.utf8 LC_CTYPE=English_Australia.utf8 ## [3] LC_MONETARY=English_Australia.utf8 LC_NUMERIC=C ## [5] LC_TIME=English_Australia.utf8 ## ## time zone: Australia/Sydney ## tzcode source: internal ## ## attached base packages: ## [1] stats graphics grDevices utils datasets methods base ## ## loaded via a namespace (and not attached): ## [1] digest_0.

This post will introduce a couple of interesting datasets I recently stumbled upon. They contain historical stock return and fundamental data going back to`the 1980’s. Below I will outline the process by which I have made this data available, and perform an initial exploratory analysis. Background If you read this post, you will know I am collecting accounting and fundamental data for US stocks via the SEC EDGAR database. Price and other reference type data is also collected, and you can read about it here.