Data Sources

[JustinMShea]

Document data sources and replication data sets that may be of interest for our project, and/or for future reference, and/or to provide helpful overviews for users and developers of the field.

See https://github.com/JustinMShea/ExpectedReturns/wiki/Data-sources

[vi-to]

Here as a subtask I would also add: establish explicitly which data sets we can make available for package demos, create the data sets in data/ and document them appropriately. Compliantly with all involved parties' rights and, of course, always providing due credits.

We are working with a gradually increasing large number of data sets. So, besides the convenience of having some data sets promptly loaded in R, I believe this is additionally helpful for useRs in order to distinguish among what kind of data and data sources may be involved in these studies at broad (the Data sources collection) versus what they can be able to reproduce out of the box with ExpectedReturns.