The pandas_datareader library facilitates access according to the conventions introduced at the end of the preceding section on market data. It covers APIs for numerous global fundamental macro and industry-data sources, including the following:
- Kenneth French's data library: Market data on portfolios capturing size, value, and momentum factors, disaggregated industry
- St.Louis FED (FRED): Federal Reserve data on the US economy and financial markets
- World Bank: Global database on long-term, lower-frequency economic and social development and demographics
- OECD: Similar for OECD countries
- Enigma: Various datasets, including alternative sources
- Eurostat: EU-focused economics, social and demographic data