Market controls separated from non-market macro and thematic exposures
Freshness: Current
EquitiesMacro SensitivityUnited StatesDailyData through 2026-09-28
A cross-sectional heatmap of standardized factor sensitivities for a tech, AI, and crypto-linked equity universe, with the economic story focused on non-market factors.
Equity, bond, FX, and commodity responses indexed from a common start date
Freshness: Current
EquitiesCross-Asset Event StudyGlobalEventData through 2026-09-28
A Yahoo-based cross-asset event board showing how major market groups behave around selected geopolitical or macro events when rebased to a common level.
Recent nominal-rate shocks versus simulated and realized follow-through
Freshness: Lagged
RatesRate Shock PersistenceUnited StatesDailyData through 2026-09-24
A FRED-based rates board showing the recent 10-year Treasury yield, large daily shocks, an AR-style persistence envelope, and average realized paths after major moves.
Funding pressure, reserve drain, transmission, and an integrated tightness score
Freshness: Current
LiquidityFed PlumbingUnited StatesDailyData through 2026-09-23
A short-horizon FRED board tracking whether US money-market rates are pressing above the administered floor and whether reserve-side plumbing is tightening.