Data Sources & Issuer Pages
Portfolio Engineers is built on public, verifiable inputs. This page is the repository: what we use, why we use it, and how to interpret it if you want to replicate the workflow.
- Start with canonical provider links.
- Verify series IDs and definitions.
- Use issuer pages for official ETF disclosures.
We prioritize original publishers (e.g., FRED, ETF issuers). Secondary sources are used for context—not as authoritative fund data.
Series are grouped by the regime dimensions they inform: inflation, liquidity, credit, growth, labor, and risk appetite.
This page specifies the exact providers and series IDs used in ARC dashboards.
Quotes may be delayed and historical series revised. This is research infrastructure, not trading execution.
Macro & Rates
Primary macroeconomic and financial series used for regime classification, signal scoring, and historical case studies.
Official macroeconomic and financial time series published by the Federal Reserve Bank of St. Louis. Used across inflation, real rates, liquidity, credit, labor, and financial condition composites.
Series list (IDs) currently used across dashboards and composites. This list is intentionally explicit for traceability.
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- Real rates & inflation expectations: DFII10, T10YIE, CPIAUCSL, PCE, PPIACO
- Credit spreads / stress: BAMLH0A0HYM2 (HY OAS), NFCI
- Liquidity & balance sheet: WALCL, PALLFNFINDEXM
- Rates & curve structure: T10Y2Y
- Dollar: DTWEXBGS
- Growth & activity: DRTSCILM, GACDFSA066MSFRBPHI, BACTSAMFRBDAL, GACDISA066MSFRBNY
- Labor market: UNRATE, PAYEMS, ICSA
- Volatility / risk appetite: VIXCLS
- Risk-free proxy (for descriptive stats like Sharpe): TB3MS
Composition Page Quotes & Fundamentals
Primary sources used to populate composition tables (quotes, market cap, dividend yield, and related metadata).
Used for composition-page fundamentals and enrichment fields (e.g., dividend yield, market cap).
Used in Google Sheets for convenient spot-quote retrieval and lightweight metadata.
Definitions & Methodology
Canonical definitions and methodology references for key indicators and statistics used across the site (definitions > convenience feeds).
Canonical definitions and methodology for CPI measures. FRED is used as a convenient delivery layer, but CPI definitions come from BLS.
Canonical definitions for PCE and related price indexes. Used to interpret inflation trend beyond CPI.
Canonical definition and methodology for VIX. FRED may be used as a convenient delivery layer, but VIX methodology is defined by CBOE.
Sharpe requires a risk-free series and an explicit calculation convention (frequency + annualization). This site treats Sharpe as a descriptive research statistic, not a trading signal.
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- Risk-free proxy: 3-Month Treasury Bill (FRED: TB3MS) or nearest available short rate series.
- Sharpe computed on the same return frequency as the chart/table period (e.g., monthly for regime blocks).
- Annualization: sqrt(12) for monthly (or sqrt(252) for daily) when applicable.
Benchmarks & Index Providers
Canonical index provider references for benchmark definitions and methodology. Fund issuer pages remain the authoritative source for ETF implementation details.
Canonical methodology reference for the S&P 500 index used in SPY-related benchmark discussions.
Reference for global equity index families commonly used in broad market benchmarks. Use issuer pages to confirm the specific index tracked by a given ETF.
Reference for MSCI index methodology. Useful when interpreting momentum/factor index families used by some ETFs.
Reference context for NASDAQ-100 index construction when discussing NASDAQ-linked benchmarks. Issuer pages remain authoritative for ETF tracking details.
Charts & Visual Research
Sources used to build and validate charts displayed across the site (historical prices, context, and definitions).
Used as a lightweight historical price data source to build custom charts and backtest visuals.
Used for quick portfolio and benchmark comparisons (risk/return, drawdowns, and historical context). Helpful for validation and visualization; not treated as a primary data publisher.
Used for non-critical background context (timelines, event framing, definitions). Not used as the authoritative source for financial metrics.
Internal Data Pipeline
How Portfolio Engineers produces stable, reproducible snapshots for the site (values only, cache-friendly, and traceable).
The site reads values only snapshot tabs published as CSV. This keeps ingestion stable, preserves formatting consistency, and improves cache behavior.
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- Source sheets contain formulas + raw pulls; snapshot tabs store values only.
- Snapshots are published as CSV for deterministic parsing on the site.
- This reduces breakage from formula drift, temporary errors, and recalculation timing.
Apps Script runs scheduled refresh jobs, pulls external inputs (e.g., FRED series), normalizes formats, and writes outputs into dedicated snapshot tabs for publishing.
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- Scheduled triggers (e.g., daily / market-close) update backend and snapshot sheets.
- Scripts differentiate “no new data” vs “error” so the pipeline is auditable.
- Caching and rate-limit backoff reduce provider throttling and partial refresh failures.
A simple, repeatable chain: pull → clean → score → snapshot → publish → render.
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- Pull: provider data (FRED, quotes/fundamentals, price history).
- Clean: normalize units, dates, missing values, and formats.
- Score: compute signals → composites → regime score (+ dispersion/conviction).
- Snapshot: write values only tabs for stable CSV outputs.
- Publish: Google Sheets CSV endpoints.
- Render: Next.js fetch + parse + UI components (with caching).
Filings & Disclosures
Primary regulatory disclosures for funds and issuers. Issuer pages are convenient; SEC filings are the canonical legal record.
The U.S. Securities and Exchange Commission’s official filings archive. Use EDGAR for definitive disclosures on fees, risks, portfolio reporting, and material updates.
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- Prospectus / summary prospectus: objectives, strategy, fees, risks, and structural notes.
- Shareholder reports: annual / semiannual performance discussion and portfolio context.
- Holdings disclosures: Form N-PORT (where applicable) and other portfolio reporting filings.
- Material changes: supplements, amendments, and other updates that can alter exposure or risk.
Issuer fund pages link to official documents (prospectus, fact sheets, holdings, index/methodology notes). Use these for day-to-day validation; defer to EDGAR for the legal record.
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- Expense ratio, fee schedule, and share-class details.
- Index tracked and methodology notes (if applicable).
- Holdings, sector/credit exposure, duration, and portfolio characteristics.
- Risk disclosures and implementation details (liquidity, derivatives, leverage, counterparties).
Academic & Factor Research
Foundational research references for factor investing, asset pricing, and long-horizon portfolio construction.
Canonical academic data source for Fama-French factors, size/value breakpoints, and long-run equity research context.
Reference source for official U.S. recession dating used when framing historical macro and drawdown environments.
Practical research commentary on valuation, factor cycles, diversification, and long-horizon portfolio behavior.
ARC ETF Issuer Pages
Canonical fund pages used to validate objectives, fees, holdings methodology, and issuer documents.
HYS ETF Issuer Pages
Issuer pages for the ETFs used in HYS (Higher Yield Savings): validate fees, portfolio construction, credit exposure, and official docs.
Data & Attribution Notes
A few guardrails to keep expectations aligned.
Market data may be delayed and is presented for informational purposes only (not for trading or execution).
Providers may revise historical series or definitions; inputs and outputs may change accordingly.
For fund facts, we defer to issuer pages. Secondary sources are used for convenience or non-critical context.
All marks and product names belong to their respective owners.