Giter Site home page Giter Site logo

macrodata's Introduction

Macro Data Analyses


AVAILABLE DATA

Total of 295 data points from 14 differenct sources using API form each one of them

SOURCES :

  • Yahoo Finance
  • BLS - Bureau of Labour Statistics
  • FRED - St Louis FED
  • US Census
  • BEA - Bureau of Economic Analyses
  • US FED
  • Philly FED
  • US Treasury Department
  • ONS - Office for National Statistics (UK)
  • Canada Central Bank
  • Eurostat Data (Europe)
  • Brazilian Central Bank
  • INEGI - National Institute of Statistic and Geography (Mexico)
  • Manual Data - Other manual data

Example :

data_available


Usage

Colect macro data from different sources to create analyses, charts and statisical modelling

1 - Load Data_specs.json with all data available in the macro

data_spec

2- Load Database with selected data

macroDataLoad


- API_KEYS need to be provided in the constants_private.py file


Analyses

  • Some analyses run as examples of how to extract data, generate charts and save it to files

US MACRO ANALYSES

US Inflation Expectations

usInfExp

S&P500 vs US 10Y Real Rate

snpXreal10

US Housing

usHousing

US IG Spreads x MOVE Index

igspreadXmove

To Do

  • Some data still requires manual input since it's not automated from an official source. A csv file is provided in the folder that needs to be updated

macrodata's People

Contributors

gcedism avatar

Stargazers

Patrick Maia avatar

Watchers

Kostas Georgiou avatar  avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.