Data Dictionary

This document maps discussion notebooks to their Excel data dependencies and the build notebooks that generate those data files.

Equities and ETFs

Discussion Notebook	Excel Files Used	Build File	Data Source
1.1. Stocks.ipynb	equity_data.xlsx spx_metrics.xlsx	Build Equity Data.ipynb Missing	Missing Missing
1.2. Equity Indexes and ETFs.ipynb	spx_returns_weekly.xlsx	Missing	Missing
1.X.1. Levered ETFs.ipynb	letf_data.xlsx	Missing	Missing
1.X.2. Meme Stocks.ipynb	meme_stocks.xlsx	Missing	Missing

Rates and Bonds

Discussion Notebook	Excel Files Used	Build File	Data Source
2.1. Money Markets.ipynb	fed_data.xlsx ref_rates.xlsx	Build Fed Data - FRED.ipynb Build Reference Rates - FRED.ipynb	FRED FRED
2.2. Treasury Debt.ipynb	treasury_quotes_.*.xlsx treasury_quotes_{QUOTE_DATE}.xlsx	Build Treasury Quotes CRSP.ipynb Missing	CRSP Missing
2.3. Yields.ipynb	treasury_quotes_.*.xlsx treasury_quotes_{QUOTE_DATE}.xlsx	Build Treasury Quotes CRSP.ipynb Missing	CRSP Missing
2.4. TIPS.ipynb	economic_data.xlsx tips_data_bb.xlsx treasury_quotes_..xlsx treasury_quotes_{QUOTE_DATE}.xlsx treasury_ts_..xlsx treasury_ts_crsp_{DATE}.xlsx	Build_Inflation_Expectations_FRED.ipynb Build TIPS BB.ipynb Build Treasury Quotes CRSP.ipynb Missing Build Long-Term Bond Series.ipynb Missing	FRED BB CRSP Missing Missing Missing
2.X.1. The Fed.ipynb	fed_bs.xlsx fed_data.xlsx	Build Fed Data - FRED.ipynb Build Fed Data - FRED.ipynb	FRED FRED
2.X.2. Inflation.ipynb	economic_data.xlsx	Build_Inflation_Expectations_FRED.ipynb	FRED

Commodity Futures

Discussion Notebook	Excel Files Used	Build File	Data Source
3.1. Commodity Futures.ipynb	futures_data.xlsx	Missing	Missing

Currency and FX

Discussion Notebook	Excel Files Used	Build File	Data Source
4.1. Currency and FX.ipynb	crypto_data.xlsx fx_data_index.xlsx	Missing Missing	Missing Missing
4.X.2. Testing FX Carry vs UIP.ipynb	fx_data.xlsx	Missing	Missing
4.X.3. Analysis - FX Carry Trade vs UIP.ipynb	fx_data.xlsx	Missing	Missing

Exercises

Exercise Notebook	Excel Files Used	Build File	Data Source
1.E.1. Equity Returns.ipynb	equity_data.xlsx	Build Equity Data.ipynb	Missing
1.E.2. Trading Value.ipynb	spx_data_weekly.xlsx	Missing	Missing
2.E.1. Money Market Rates.ipynb	ref_rates.xlsx risk_etf_data.xlsx	Build Reference Rates - FRED.ipynb Missing	FRED Missing
2.E.2. Treasuries.ipynb	treasury_quotes_.*.xlsx treasury_quotes_2025-04-30.xlsx	Build Treasury Quotes CRSP.ipynb Missing	CRSP Missing
2.E.3. Yields.ipynb	treasury_quotes_.*.xlsx treasury_quotes_2025-04-30.xlsx	Build Treasury Quotes CRSP.ipynb Missing	CRSP Missing
2.E.4. TIPS and Inflation.ipynb	inflation_expectation_data.xlsx	Missing	Missing
3.E.1. Commodity Futures.ipynb	futures_data.xlsx	Missing	Missing
4.E.1. FX Carry Trade.ipynb	fx_data.xlsx	Missing	Missing

Unused Excel Files in Data Directory

Excel File	Notes
sector_etf_data.xlsx	No corresponding build file found
spx_single_names_weekly.xlsx	No corresponding build file found
yields.xlsx	No corresponding build file found

Notes

• Files marked with * in the filename contain date variables that change based on analysis date

• “Missing” in Build File column indicates the Excel file is used but no corresponding build notebook was found

• “Missing” in Data Source column indicates no clear data source tag in the build file name

• Some build files generate data that may be used for research but not in the current discussion/exercise notebooks

• Files marked as missing from data directory may be referenced but not actually present