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theOGognf / finagg

A Python package for aggregating and normalizing historical data from popular and free financial APIs.
Apache License 2.0
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Popular index historical values in FRED features #44

Closed theOGognf closed 1 year ago

theOGognf commented 1 year ago

FRED provides historical values for the S&P 500, Nasdaq 100, and so on. These values are commonly used in analysis. We should add them to the finagg.fred.feat.economic feature set (specifically the log change values)

theOGognf commented 1 year ago

Done with https://github.com/theOGognf/finagg/commit/3fdbb65d32b21a2c128962cb794139e3a7f0cafe