Reference
Resources
Books, courses, papers and data the modules lean on, with a note on what to take from each.
Data sources 29
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NSE
Daily settlement prices, OI, volumes and lot sizes for every F&O contract; replace YYYYMMDD. Old-format archive (e.g. March 2020): https://nsearchives.nseindia.com/content/historical/DERIVATIVES/2020/MAR/foDDMAR2020bhav.csv.zip ; report index cited in M13A for lot sizes: https://www.nseindia.com/all-reports-derivatives
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NSE
Daily OHLC, traded and deliverable quantity per security; replace DDMMYYYY.
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NSE
Client, DII, FII and proprietary long/short OI in index and stock futures and options; replace DDMMYYYY.
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RBI
Repo history, WACR, liquidity, reserves, REER/NEER.
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RBI
The primary weekly series for India's foreign-exchange reserves (with their split into currency assets, gold, SDRs and the IMF position), the RBI balance sheet, money and banking aggregates. Use it, not press reports, for any weekly reserves figure (M11 · 11.11). The page sometimes fails to load; the same tables are in DBIE.
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Ministry of Statistics and Programme Implementation, Government of India
The official CPI that the RBI's inflation target is defined on (M11). Monthly press releases with item and state detail. Check the current base year and release calendar on the page before using a series.
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US Commodity Futures Trading Commission
Positions by trader category in US futures (COMEX gold and silver, NYMEX crude: disaggregated report with managed money, swap dealers and producers). Generally published Fridays at 15:30 ET with data as of the preceding Tuesday (page checked 6 Nov 2026). Used in M10 · 10.12 and capstone C4.
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LBMA; administered by ICE Benchmark Administration
The international gold and silver benchmarks behind import parity (M10 · 10.5). Gold auctions at 10:30 and 15:00 London time, silver at 12:00 (page checked 6 Nov 2026). Current prices are shown on the page; historical tables need an IBA licence, so use a free alternative (for example the World Bank's monthly commodity price data, the 'Pink Sheet') for backtests and say which one you used.
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Federal Reserve Bank of St. Louis
Series used in the course: DGS10, DGS2, DFII10, T10YIE, T10Y2Y, T10Y3M, DFEDTARU, DEXINUS, DTWEXBGS, TRESEGINM052N, INDIRLTLT01STM. Toolkit: toolkit.data.fred("DFII10").
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Agarwalla, Jacob and Varma (IIM Ahmedabad)
Indian market, size, value and momentum factor returns (release 2025-12 used in M06A).
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Aswath Damodaran
Country risk premiums (July 2026 sheet: https://pages.stern.nyu.edu/~adamodar/pc/datasets/ctrypremJuly26.xlsx) and spreadsheets such as the fcffginzu DCF and synthetic rating: https://pages.stern.nyu.edu/~adamodar/New_Home_Page/spreadsh.htm
- SPIVA India scorecard verified
S&P Dow Jones Indices
Active-fund underperformance against benchmarks: the index baseline of M06 · 6.11 and the evidence of M06B · 6B.7.2.
- Geopolitical Risk (GPR) index data verified
Dario Caldara and Matteo Iacoviello
Monthly and daily GPR series; the AI-GPR index is at https://www.matteoiacoviello.com/ai_gpr.html
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US Energy Information Administration
Weekly US inventories (an event-calendar item); Brent (RBRTED) and WTI (RWTCD) daily spot histories at https://www.eia.gov/dnav/pet/ ; STEO at https://www.eia.gov/outlooks/steo/ ; Today in Energy chokepoint notes used in M12 (Hormuz, 16 Jun 2025; Bab-el-Mandeb, 11 Oct 2024).
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World Gold Council
Gold Demand Trends Q3 2026: https://www.gold.org/goldhub/research/gold-demand-trends/gold-demand-trends-q3-2026 ; Gold Return Attribution Model: https://www.gold.org/goldhub/tools/gold-return-attribution-model
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Association of Mutual Funds in India
Every scheme's TER, both plans, split into base expense ratio, brokerage, transaction costs and statutory levies under the 2026 Regulations. Use it for Worked example 6B.3 with current numbers.
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Association of Mutual Funds in India
Industry AUM by category, SIP inflows and accounts, folios, index-fund and ETF AUM. M06B · 6B.5 uses the September 2026 note: https://www.amfiindia.com/uploads/AMFI_Monthly_Note_September2026_554f6604b6.pdf
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HDFC AMC (Reg. 33 filing of 15 Jul 2026; presentation of 16 Apr 2026)
The P&L of Worked example 6B.5 and the 45/10/35 bp economics. Presentation: https://files.hdfcfund.com/s3fs-public/2026-04/Shareholders%20Presentation%20Q4%20FY26.pdf . Read one listed AMC's annual report alongside 6B.5.
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Association of Mutual Funds in India
Primary record of the resumption of overseas subscriptions after the February 2022 halt (M06B · 6B.9.3).
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NSE
Daily index closes and valuation ratios; used for the dividend yield in cost of carry and the March 2020 basis study (M07 · 7.8.2); replace DDMMYYYY.
- World Silver Survey 2026 verified
The Silver Institute
Silver supply and demand data for M10 · 10.7.
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Ministry of Petroleum and Natural Gas, Government of India
Indian crude basket, imports and consumption data for M10 · 10.8.
- AMFI monthly data verified
Association of Mutual Funds in India
Monthly gold and silver ETF flows (M10 · 10.5–10.6); daily NAVs, TERs and industry data for M06B.
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Federal Reserve Bank of New York
Holston–Laubach–Williams and Laubach–Williams r* estimates (M11 · 11.5, 11.15). The ACM term-premium series is on the NY Fed research pages (no URL given).
- NSDL FPI monitor verified
National Securities Depository Ltd
Daily and monthly FPI flows by asset class (M11 · 11.12). Read with NSE's daily FII/DII provisional data.
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Clearing Corporation of India Ltd; Financial Benchmarks India Ltd
Indian government-bond yields (CCIL: Data & Statistics → Bond Market; tenor-wise indicative yields and the zero-coupon curve) and the INR reference rate and G-sec valuations (FBIL, https://www.fbil.org.in/), used in M11 · 11.11 and 11.15.
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International Monetary Fund
Daily transit counts through Hormuz, Bab-el-Mandeb and other chokepoints, for the M12 case studies.
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International Energy Agency
Monthly oil balances and the emergency stock-release mechanism (see also iea-stock-release-2026 for M10).
- Economic Policy Uncertainty index verified
policyuncertainty.com
News-based policy-uncertainty indices, a companion to the GPR index of M12 · 12.4.