For us, perhaps the most comprehensive quantitative financial publication, which also happens to be free and downloadable off the internet, is the Federal Reserve’s Quarterly Flow of Funds Statement. While informative and free, most investors probably have never referenced it. If you haven’t, you should do so.
Even better, all of the data in this publication is available for download into database or Excel format.
The publication is issued quarterly. A wealth of economic data is provided dating back to the Depression when - coincidentally - the government began its collection of statistics. This financial history is sufficiently far enough back even for us!
Print the six back issues available on the web site, you’ll have all of the data from 1945-2004 (1945-54; 1955-64; 1965-74; 1975-84; 1985-1994; 1995-2004), while the last publication on June 8th covers 2001-2003 and the four quarter endings for 2004 and 2005.
Hi James, nice site, I just sort of surfed in …
Point well taken about the Flow of Funds. I’m curious, have you ever examined the FoF for the purpose detecting market sentiment like an oscillator?
For example, Mutual Funds/equities in or outflows and such trends, etc?
Thanks
Michael