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Shiller's CAPE as Pipeline dataset?

The Shiller's CAPE is also available as free Quandl dataset. It's a very popular indicator and it would be great, if it could be added to the available pipeline data!

5 responses

Thanks for the request! Is this the one you were looking at on Quandl?

https://www.quandl.com/data/MULTPL/SHILLER_PE_RATIO_MONTH-Shiller-PE-Ratio-by-Month

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Yes, exactly this!

Otherwise there are the data officially maintained by Shiller in person:
http://www.econ.yale.edu/~shiller/data/ie_data.xls

This excel file also contains the 10-Year Treasury Constant Maturity Rate (GS10) available on FRED:
https://fred.stlouisfed.org/series/GS10
also an interesting candidate dataset for addition to Quantopian...

Hey everyone,

Has this since become available within pipeline? I don't seem to find it back yet in the API reference datasets?

Jens

has anyone tried using CAPE in his/her algorithm and how did it fare?

thanks
-kamal