Hands-On Machine Learning for Algorithmic Trading

pandas_datareader – macro and industry data

The pandas_datareader library facilitates access according to the conventions introduced at the end of the preceding section on market data. It covers APIs for numerous global fundamental macro and industry-data sources, including the following:

• Kenneth French's data library: Market data on portfolios capturing size, value, and momentum factors, disaggregated industry
• St.Louis FED (FRED): Federal Reserve data on the US economy and financial markets
• World Bank: Global database on long-term, lower-frequency economic and social development and demographics
• OECD: Similar for OECD countries
• Enigma: Various datasets, including alternative sources
• Eurostat: EU-focused economics, social and demographic ...