Korea EWS Index

This dataset provides early warning signals (EWS) for the Korean market and a specific subset for the S&P 500, including Principal Component Analysis (PCA) related data, proxy, and sentiment metrics.

Example code

from finter.data import ContentFactory
cf = ContentFactory("kr_stock", 20240101, 20240201)
df = cf.get_df("pca_proxy")
df = cf.get_df("korea_EWS", freq="1W") # weekly
df = cf.get_df("korea_EWS", freq="1M") # monthly

Metadata

Valid From	Delivery Schedule	Time Zone	Data Frequency
2008-01-02	UTC 30 21 * * 0-4	Asia/Seoul	1d, 1W, 1M

Item List

• pca_proxy: PCA Integrated Macroeconomic and Financial Indicators Input Feature

• pca_sentiment: PCA Integrated Macroeconomic and Financial Indicators

• weekly

  • korea_EWS: Weekly KOSPI EWS Based on Korean Sentiment Index

• monthly

  • korea_EWS: Monthly KOSPI EWS Based on Korean Sentiment Index

  • korea_EWS_SP500: Monthly KOSPI EWS Based on English Sentiment Index