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Strategies & Market Trends : Bonds, Currencies, Commodities and Index Futures

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To: Chip McVickar who wrote (1398)3/1/2001 10:34:25 AM
From: fswep  Read Replies (2) of 12411
 
OT Good morning Everyone,

I have a large request. We are building some models using Matlab and need some up to date sources to test them. The Prof. has bribed the class with a 1 to 2 point addition to the final grade if someone comes up with Data for:

1)Inflation rate; term structure

2)Business cycle; GDP

3)Default risk, book to market ratio, (Baa minus Aaa yield)

4)Mometum and sentiment (over reaction), lagged stock return

5)Fundemental variables, PE ratios, dividend yields

6)Microstructure: (change in) trading, volume, trading turnover, volatility.

I know that some are easier to find than others and I have some, but I would be interested in any sources that anyone has.

Thanks, for the input of excellent material that I have already viewed on this thread.

Ward
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