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"Dedicated to the normative proposition of minimizing recreation of the Wheel"

Micro/Macro Economic Data
US Government Federal Statistics (and links).
Bureau of Labor Statistics (BLS). 
Bureau of Economic Analysis (DOC BEA). 
Handy Princeton Links
M3 reconstructed!
Inflation Adjustments to 1790 or so (Sahr's site)
US Economy at a glance  (BLS)
Federal Reserve FRED Economic Data
Federal Reserve Data
Federal Reserve Data Download Program (DDP)
FDIC Reports $18B 2010 reserves!
PBGC Reports $-35B 2012 deficit!
SIPC Reports $1.6B 2012 reserves!
Shadow Government Statistics Analysis Behind and Beyond Government Economic Reporting
2000 Census Data || 2010 Data
US Debt Clock + 100 Other Realtime Indices
Market Data
Quandl Finance Data Finder Vast search capability
Oanda currency converter
OSU Data Finder Some bad links but helpful
Realtime TOPS Viewer (IEX)
Realtime Equity Market Volume
TRACE, commodities, etc.
DJ Credit Suisse HF Indices
Sovereign Debt CDS
ABX, TABX, CDS Indices

Index Data - Some require registration

  • WRDS: CRSP, Compustat, IBES, ThompsonReuters, TRACE, TAQ, etc.
  • Dow Jones | Login | Index Data and Total Return (9/30/87)
  • Standard & Poors (S&P) | Login Includes equal weight | Total Return (2007) | Index Alert® Subscriber [another] login for [some] historicals
  • Russell Indexes (1+2=3) | Return calculator
  • YHOO Finance | GOOG Finance | ADVFN
  • Life/Health Statistics
    CDC National Center for Health Statistics
    Data Sharing for Demographic Research (NIH)
    Anthropometry Data (Formerly from CSERIAC)

    Uncategorized Statistics
    . Federal Statstics Resource
    Transportation Statistics (Air, Rail, Intermodal)
    National Center for Health Statistics (NCHS)
    Census Data
    Statistics Canada
    Opinion: NORC at the University of Chicago
    Spurious Correlations of the Day!

    Social/Life Statistics
    Education Statistics
    Pew Research
    Rice University UG Major/Minors

    Class 4

    Class 4 data. UC Irvine Machine Learning Repository KD Nuggets - Datasets for Data Mining and Data Science