Official documentation, research papers and original institutional publications support the concepts discussed in the guides. A successful URL retrieval is not a factual audit of every statement. Any automated access limitation is retained separately in the release record.
No third-party economic dataset is republished here. The downloadable scores and timestamps are original synthetic material; source agencies neither supplied nor endorsed them. Check each source's current terms before obtaining or redistributing its data.
- ALFRED: vintage data and release-date conventions
- BEA: Revisions to GDP, GDI, and Their Major Components
- Federal Reserve Bank of St. Louis: FRED versus ALFRED
- FRED API: real-time information periods
- Federal Reserve Bank of St. Louis: FRED API Release Dates
- Federal Reserve Bank of St. Louis: FRED API Vintage Dates
- Kenneth R. French: Data Library, Return-Construction and Historical-Archive Notes
- Kenneth R. French: Description of Fama/French Factors
- NumPy: digitize
- Robert Gallager, MIT: Discrete Stochastic Processes, Chapter 3, Finite-State Markov Chains
- Pandas: DataFrame.rolling
- PMLR: SelectiveNet, a Deep Neural Network with an Integrated Reject Option
- Scikit-learn: Common Pitfalls and Recommended Practices
- scikit-learn: Probability Calibration
- scikit-learn: Tuning the Decision Threshold for Class Prediction
- Scikit-learn: KMeans
- scikit-learn: adjusted_rand_score
- scikit-learn: confusion_matrix
- Scikit-learn: Silhouette Score
- scikit-learn: TimeSeriesSplit
- Scikit-learn: Binarizer
- Scikit-learn: StandardScaler
- Gneiting and Raftery: Strictly Proper Scoring Rules, Prediction, and Estimation
- William F. Sharpe: The Arithmetic of Active Management
- Fama and French: Common Risk Factors in the Returns on Stocks and Bonds
- BEA: Measuring the Economy, A Primer on GDP and the NIPAs
- CGFS Papers 55: Fixed Income Market Liquidity
- BIS Quarterly Review: Under Pressure, Market Conditions and Stress
- BIS Quarterly Review: Towards Liquid and Resilient Government Debt Markets in EMEs
- BIS Working Paper 395: The Financial Cycle and Macroeconomics
- BLS: Consumer Price Index Frequently Asked Questions
- BLS: Seasonal Adjustment in the CPI
- BLS: Schedule of Selected Releases 2026
- BLS: Schedule of Releases for the Employment Situation
- CRSP: Stock-Data Format Mapping Flags, Including Delisting Convention Changes
- Bailey, Borwein, Lopez de Prado, and Zhu: The Probability of Backtest Overfitting
- GIPS: Guidance Statement on Benchmarks for Firms
- IANA: Time Zone Database
- NIST: Confidence Limits for the Mean
- NIST: Autocorrelation
- NIST: Confidence Intervals for Proportions
- Novy-Marx and Velikov: A Taxonomy of Anomalies and Their Trading Costs
- NBER: Business Cycle Dating Procedure, Frequently Asked Questions
- NIST: Daylight Saving Time Rules
- Federal Reserve Bank of Philadelphia: Real-Time Data Set for Macroeconomists, NIPA Documentation
- Croushore and Stark: A Real-Time Data Set for Macroeconomists: Does Data Vintage Matter for Forecasting?
- statsmodels: Markov Switching Filter and Smoother Source Documentation
- statsmodels: Markov Switching Autoregression Models
- Statsmodels: Markov Switching Dynamic Regression Models
- Statsmodels: MarkovRegression
- statsmodels: MarkovRegression.predict
- statsmodels: Missing Data
- Texas Instruments: Comparator with Hysteresis Reference Design
- W3C: An Overview of the PROV Family of Documents