- Leading Economic Indicators (Conference Board, press releases page, pick LEI or other series being released)
- ECRI News Page
- Bureau of Labor Statistics (Economic Releases page)
- ETF List (source reliability not clear)
- Shiller P/E . The E is purported to be 10-year inflation adjusted. I have not verified the numbers personally, but the site provides the data as well and due diligence should be easy.
- S&P earnings and P/E data (click on SP500 in the 2nd column, then the + tab to the left of the “download index data” button, finally click index earnings to download the file that shows up)
- Weekly, Economic and Financial Highlights (Atlanta Fed)
- EDGAR (SEC, for corporate filings, 10Q, 10K, etc)
- FED (Board of Governors of the Federal Reserve)
- FRED (St. Louis Fed, for the graphs I show you at times)
- SIFMA (Security issuance, Securities Industry and Financial Markets Association)
- CRBTrader (futures market prices)
- Shadow Government Statistics
- Nanex (HFT and real time trading)
- SEC Forms List