The Taylor rule is a simple formula that John Taylor devised to guide policymakers. It calculates what the federal funds rate should be, as a function of the output gap and current inflation. Here, we measure the output gap as the difference between potential output and real GDP. Inflation is measured by changes in the CPI, and we use a target inflation rate of...
AMEX:SPY Comparison of the Overnight Bank Fund Rate and the Effective Federal Funds Rate. The Fed sets a discount rate of 100 basis points above the effective federal funds rate to discourage ("penalize") banks from borrowing from its reserves. If lending banks have excess in their reserves, the borrowing banks have ease in negotiating a lower rate overnight...
Gov Bonds Real Rates 10/05Y, FED RATEs, CPI。美国经济数据10年债和5年债实际收益率,美国目标利率和实际利率,CPI消费者物价指数
The United States Fed assets by USD value on their publicly available balance sheet. From: fred.stlouisfed.org There is an option to show change from the previous period. Not every category from the website is listed in the indicator. Listed categories: Total Treasury Bills Treasury Notes and Bonds, Nominal Mortgage-Backed Securities Repurchase Agreements Fed...
This is the United States inflation rate, based on the total Consumer Price Index published by the U.S. Bureau of Labor Statistics. Option to toggle: A line to display the inflation rate in December. It does not change until the next December. What the color change to red is indicative of: According to the Federal Open Market Committee (FOMC) regarding...
This script was created by training 20 selected macroeconomic data to construct artificial neural networks on the S&P 500 index. No technical analysis data were used. The average error rate is 0.01. In this respect, there is a strong relationship between the index and macroeconomic data. Although it affects the whole world,I personally recommend using it under...
In the era of central bank's helicopter money, the market will always be skyrocketing up and up given enough time. What's the strategy to profit from indices? Only short the market when its in a state of euphoria /irrational exuberance bubble, or sell when it is confirmed (20% drawdown). Otherwise, you really have no reason not to long at every chance. ...