theOGognf / finagg

A Python package for aggregating and normalizing historical data from popular and free financial APIs.

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Popular index historical values in FRED features

theOGognf opened this issue · comments

FRED provides historical values for the S&P 500, Nasdaq 100, and so on. These values are commonly used in analysis. We should add them to the finagg.fred.feat.economic feature set (specifically the log change values)

Done with 3fdbb65