An application which provides a simple visual representation of the daily yield curves with the ability to also drill down into historical trends.
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Updated
Apr 21, 2023 - JavaScript
An application which provides a simple visual representation of the daily yield curves with the ability to also drill down into historical trends.
Impact of Twitter inflation sentiments on financial indicators
Open source
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Fetch nominal interest rates from US Treasury's Interest Rate Statistics data center (https://home.treasury.gov/) into R.
Estimating the Nelson Siegel Svensson parameters
📈A dash app showing Interactive Visualisation of the Yield Curve UK and US
Quantitative finance models from Brigo & Mercurio, coded in Python.
Bootstrapping the Yield Curve using three different methods.
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Tutorial about Dynamic-Nelson-Siegel-Svensson-Kalman-Filter Package
Using economic data from OECD and Fred in conjunction with etfs and sector indicies to explore how changing economic regime impacts monthly returns
Similar to https://github.com/kylebinder-public/daily_market_update: here are scripts (.py, .bat) for automated sending of daily emails of the US treasury yield curve, spliced in ways that interest me. ETL from https://m.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield (and similar URLs).
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
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