US Equity, Volatility, and Cryptocurrency Data (2016-2026)

S&P 500 Index (FRED series SP500), 2016-08-12 to 2026-08-11, 2,512 trading days CBOE Volatility Index (FRED series VIXCLS), 1990-01-02 to 2026-08-10, 9,248 trading days Bitcoin (BTC-USD) daily OHLCV, 2018-01-01 to 2026-08-12, 3,146 trading days Ethereum (ETH-USD) daily OHLCV, 2018-01-01 to 2026-08-12, 3,146 trading days Each series was pulled from its original source, checked for missing values and calendar gaps, cleaned, and archived with an MD5 checksum and access-date record. Full provenance detail for every series is in data_manifest.json. Original Sources This is a compiled and cleaned derivative work. The underlying data originates from, and remains subject to the terms of, the following original providers, credited here in full: S&P 500 and VIX: Federal Reserve Bank of St. Louis, FRED (https://fred.stlouisfed.org/series/SP500, https://fred.stlouisfed.org/series/VIXCLS) Bitcoin and Ethereum: Yahoo Finance, retrieved via the yfinance Python interface This deposit does not claim ownership of the underlying market data itself; it archives a specific, reproducible, checksummed compilation and cleaning of that public data, with full source attribution and provenance tracking, for the purpose of citable reuse across multiple research outputs. Files sp500_fred_clean.csv, vix_fred_clean.csv, btc_current_yfinance_clean.csv, eth_current_yfinance_clean.csv — cleaned series (missing values dropped) sp500_fred.csv, vix_fred.csv, btc_current_yfinance.csv, eth_current_yfinance.csv — raw pulls, before cleaning data_manifest.json — machine-readable provenance record: source URL, access date, shape before/after cleaning, and MD5 checksum for every file above data_pipeline.py — the reusable Python module used to generate this compilation, so the pull-and-clean process itself is reproducible, not only the resulting files Reproducing or Updating This Dataset %run data_pipeline.pysp500 = fetch_fred_series("SP500", "sp500")vix = fetch_fred_series("VIXCLS", "vix")btc = fetch_yfinance_series("BTC-USD", "btc_current", start="2018-01-01")eth = fetch_yfinance_series("ETH-USD", "eth_current", start="2018-01-01") Note that the S&P 500, VIX, and crypto series will extend further in time if re-pulled after this deposit's access date; this deposit represents a fixed snapshot as of the access dates recorded in data_manifest.json, suitable for exact reproducibility of results computed from this specific version. License CC BY 4.0 for the compilation, cleaning code, and provenance manifest in this deposit. The underlying market data remains subject to the terms of its original providers (FRED, Yahoo Finance) as noted above. Citation See CITATION.cff.