# `spy_forecasting_data.xlsx`

Monthly SPY return-forecasting workbook from Bloomberg: signals (DP, EP, CAPE, BP, 10y yield, credit spread, VIX), T-bill rate, SPY returns.

| | |
|---|---|
| **Source** | **BB** — Bloomberg Terminal |
| **Years** | 1993-2025 |
| **Frequency** | M |
| **Vintage** | Rolling — refreshed by re-running the builder |
| **Rebuild** | `build_data/Build BB - SPY Forecasting.ipynb` |

## Used in this book

- [Forecasting SPY](../exercises/Forecasting%20SPY.ipynb) — Forecasting Returns (Exercises)
- [Simple Forecasting Market](../exercises/Simple%20Forecasting%20Market.ipynb) — Forecasting Returns (Exercises)
- [Carry and Tail Risk](../discussions/11.15.%20Carry%20and%20Tail%20Risk.ipynb) — Projects (Discussion)

## Files in this book

- `spy_forecasting_data.xlsx`