Dashboards, models, charts, repos
🎯 Risk Regimes
▾🇨🇳 China Growth Regime
Chinese risk appetite regime measure
🌐 EMFX Risk Diffusion
📉 FX CTA Models
FX CTA/momentum positioning tracker
💱 Currencies
▾💱 FX Mean Reversion Grid
Currency pair classification based on trend and mean reversion analysis
🌐 BIS Real Effective Exchange Rate
Broad REER for 30 economies
🧺 FX Baskets — Relative Strength
25 currencies benchmarked against a customisable DM majors basket.
📏 FX 200-Day MA Extension
25 currencies (EM + DM) ranked by % distance from their 200-day moving average.
📐 G10 FX Rates Fair Value
OLS fair-value model for 9 G10 currency pairs using 5Y rate differentials. Residual scoreboard, misvaluation index, and annual fair value bands.
💹 FX Equity Sector Fair Value
Currency fair value models using relative equity sectors
🌍 FX Country Equity Fair Value
LASSO fair-value model for 23 currencies using country equity ETF performance relative to the US. LassoCV alpha selection, top-5 predictor refit, residual percentile bands, and a ForceAtlas2 currency relationship graph.
🏛️ US Treasuries
▾⚖️ US 10Y Treasury Fair Value Model
Parsimonious decomposition of the 10-year yield into r* (rolling GDP trend), inflation expectations, and the Kim-Wright term premium — with a rich/cheap residual signal.
📐 10Y TIPS Fair Value Model
OLS regression of the 10-year TIPS real yield on the Laubach-Williams neutral rate (R*) and the ACM term premium — with cointegration diagnostics and a rich/cheap residual signal.
🏦 US 10Y Treasury: Policy-Based Fair Value
OLS model forecasting the 10-year yield from Fed policy stance variables — 2Y yield, policy spread (DGS2−FFR), real FFR gap, and Taylor Rule deviation. R²=0.93.
📈 10Y Treasury Yield — 200-Day MA Monitor
Daily two-panel dashboard tracking the 10Y Treasury yield vs its 200-day moving average over 40 years, with a residual signal and ±1σ/±2σ mean-reversion bands.
🏛️ Treasury Market Analysis
US treasury dashboard
🏛️ Treasury CTA Signals
US Treasury yield CTA positioning tracker — 2Y/5Y/10Y/30Y with dual fast/slow modes
📊 Other Fixed Income
▾📊 5Y Bond Yield Spread Explorer
Z-score heatmap of pairwise 5Y government bond yield spreads across 10 G10 currencies. Click any cell to explore the spread time series.
📊 Bond ETF Holdings
Interactive treemap visualization of emerging market bond allocations
🫧 EMB Duration vs Yield
Daily bubble chart of bond holdings (EM, DM, Sovs, Corps) — duration (X) vs yield (Y), bubble size = market value.
💱 ICVT Convertible Bond Bubble
iShares Convertible Bond ETF holdings mapped by Yield to Worst vs. Modified Duration, sized by portfolio weight and colored by sector.
🌍 EM Credit Spreads
Sovereign bond spreads versus credit ratings analysis and trends
📊 Macro Indicators
▾📰 US Daily Markets Update
Sell-side economist analyst notes on major US macro releases (NFP, CPI, GDP, PCE, and more), auto-generated daily via Gemma 4 and FRED data.
📈 SPF Real GDP Vintage Chart
Tracks how Philadelphia Fed Survey of Professional Forecasters consensus GDP growth forecasts evolved across survey quarters.
📊 US Leading Indicators
...with NBER recession shading
🇺🇸 U.S. Inflation Dashboard
Monthly CPI breakdown using BLS data
🇲🇽 Mexico GDP Nowcaster
Real-time IGAE/GDP nowcast using three OLS bridge equations. Ensemble-weighted with 90% bootstrap CI.
🇪🇺 Eurozone GDP Nowcaster
Real-time Euro Area GDP nowcast using four OLS bridge equations — Activity (S&P Global PMI), External (US INDPRO, Brent oil), Financial (EUR/USD, Stoxx 50), and Industrial (IPI). Ensemble-weighted with 90% bootstrap CI.
✈️ Macro Aviation Pulse
Real-time air traffic density monitor tracking aircraft congestion across Brazil, Mexico, South Korea, and China as high-frequency EM economic activity proxies. Computes a 7-day Congestion Index and flags regions with traffic >20% below baseline.
🌍 Country Research
▾🌍 Emerging Markets Dashboard
IMF World Economic Outlook data visualization and country profiles
🇧🇷 Brazil DPF Debt Holders
Holdings of Brazil's Federal Public Debt (DPF)
🇧🇷 Brasil Macro Reports
Economic analysis and macro research for Brazil including COPOM watch, fiscal reports, labor data, and market insights
🇧🇷 Brasil FOCUS Vintages
How BCB FOCUS market consensus forecasts for each reference year evolved over time — 12 indicators including IPCA, PIB, Selic, and Câmbio.
🇲🇽 Mexico Macro Reports
Economic analysis and macro research for Mexico including Banxico watch, fiscal reports, energy sector, and market insights
🌍 IMF Publications Monitor
IMF Working Papers, Staff Discussion Notes, Country Reports, and Blog tracking with emerging markets focus
🌍 Sovereign Credit Analysis
Moody's/Fitch-style sovereign credit notes using an IMF-DSA framework
🏦 Central Banks
▾🏛️ Fed District Monitor
Federal Reserve district research publications and economic analysis tracking
🦅 US Fed Watcher
FOMC member speeches, testimonies, and policy signals tracked every 3 days — hawk/dove spectrum, thematic analysis, and dissent watch, powered by Gemma 4.
🇪🇺 ECB & Eurozone Monitor
Daily AI-enriched research digest from ECB, Bundesbank, Banque de France, Banca d'Italia, Banco de España, DNB, and Central Bank of Ireland — powered by Gemma 4.
🏦 ECB Watcher
All 25 Governing Council members tracked every 3 days — hawk/dove spectrum, thematic analysis, dissent watch, and policy signal evolution, powered by Gemma 4.
🇯🇵 BOJ Watcher
All 9 Policy Board members tracked every 3 days — hawk/dove spectrum, yen/inflation thematic analysis, and dissent watch, powered by Gemma 4.
🛢️ Commodities & Geopolitics
▾🛢️ WTI Crude Oil Futures Strip
Tracks December WTI crude futures (2026–2030) — term structure, calendar spreads, and historical price evolution via Yahoo Finance.
🛢️ Weekly Crude Oil Stocks by PADD
EIA Weekly Petroleum Status Report — crude oil inventory levels by PAD District vs. prior year, plus week-over-week build/draw chart. Updated every Wednesday via EIA Open Data API.
🚢 Strait of Hormuz Transit Tracker
Daily ship transits through the Strait of Hormuz with 5-year seasonal band. Source: IMF PortWatch.
📈 Equities
▾📊 Earnings Reports Archive
Earnings tearsheets
🔭 Earnings Previews
Pre-earnings briefings with consensus estimates, analyst sentiment, beat/miss track record, and key metrics to watch ahead of each report.
📊 Unlimited ETFs — Holdings Monitor
Daily holdings tracker for HFND, HFGM, HFMF, and HFEQ.
🎲 Rafa
▾🎲 Yahtzee Odds Visualizer
Interactive tool showing every possible dice outcome for your Yahtzee roll.