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feat: 78 series (27 FRED + 46 CBOE + 5 international implied vol)
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feat: expand macro_daily to 73 series (27 FRED + 46 CBOE/Yahoo implied)
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feat: expand macro_daily to 33 series (27 FRED + 6 CBOE/Yahoo)
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Add macro_vintages.parquet: FRED revision history (simulated)
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Add metadata for S&P 500 + STOXX 600: 1656 tickers
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Add S&P 500 + STOXX 600 majors: 1622 tickers, 7.1M rows
+600 tickers (457 S&P 500 + 150 STOXX Europe 600 majors, ~7 failed)
Total: 1622 tickers (was 1022), 7.1M rows (was 2.3M), 135 MB -
Add metadata for 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF)
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Add 9 factor ETFs (VLUE, MTUM, QUAL, USMV, SIZE, VTV, VUG, IWD, IWF)
1022 tickers (+9 from 1013). 2,298,080 rows (+40,824).
Factor ETFs for Factor MAX rotation strategy backtest.
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Metadata: 1053 tickers (+13 macro ETFs with returns)
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Add 13 macro ETFs: TLT/GLD/DBC/UUP + extended (1013 tickers)
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Enriched metadata: computed beta/returns (95%+ coverage) + PIT amendments log
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Update metadata: 1040 tickers (+46 major LSE ETFs)
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Update crypto: 14 tokens via yfinance batch (was serial R)
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Add 42 major LSE ETFs: Vanguard, iShares, SPDR (1000 tickers total)
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Update metadata: 994 tickers (933 LSE), +fund_family/yield/beta/returns
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Scale equity to 958 tickers: 51 US + 910 LSE ETFs (2M rows, 40MB)
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Add metadata.parquet (65 tickers, sector/market_cap/exchange)
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Add 14 crypto tokens + FF factors (860K total rows)
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Scale equity to 51 tickers (452K rows, 10MB)
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Add macro_daily.parquet (19 FRED series, 136K rows)
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Add prototype Parquet files (AAPL equity + BTC crypto)
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initial commit
