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 — Forecasting Returns (Exercises)

• Simple Forecasting Market — Forecasting Returns (Exercises)

• Carry and Tail Risk — Projects (Discussion)

Files in this book

• spy_forecasting_data.xlsx