fred

MCP server for FRED® economic data — 800k+ time series + ALFRED vintage data (the numbers before revisions)

Public market data ingestion preserving vintages, so backtests never see a future revision

SEC and macro driven capital markets peer intelligence project with valuation, filing event analysis, and recruiter ready outputs.

Your AI-powered watchdog for market instability

Single-page Streamlit dashboard for near-real-time macro, volatility, and sentiment indicators — minimal infrastructure, zero recurring cost.

Classifying yield curve and inflation regimes using historical FRED data — historical co-occurrence analysis and current macro positioning.

Mapping market stress to yield curve regimes using FRED data — co-occurrence structure, stress behavior, and current macro positioning.

Read-only MCP server for FRED macroeconomic data (GDP, CPI, rates, yield curve, releases). Macro overlay for equity research.

A reproducible LSTM forecasting implementation for the log-transformed Sentiment–Volatility Ratio derived from UMCSI and VIX, featuring data preprocessing, time-series modeling, and empirical evaluation of sentiment-driven market volatility dynamics.

Model Context Protocol Server for the Federal Reserve (FRED) Api

Portfolio performance and risk analytics from daily prices: VaR, Euler risk contributions, drawdowns, benchmark statistics, self-contained HTML report

Machine Learning & Python in Finance

Exploratory Data Analysis of US Macroeconomic Indicators using Federal Reserve Economic Database FRED API and Python (GDP, CPI, Unemployment, Interest Rates and Stock Market Trends S&P 500)

A fully-typed Elixir client for the Federal Reserve Economic Data (FRED®) API. Covers all 36 endpoints across 7 groups — Categories, Releases, Series, Sources, Tags, GeoFRED Maps, and bulk API v2 — with built-in Cachex caching, frequency-aware TTLs, and automatic retry on rate-limit errors

Classifies market history into named macro regimes from FRED data, then backtests how each sector ETF has performed in each regime since 1999.

Forecasting monthly US CPI from 28 FRED macro features with OLS, Ridge and Lasso. v1 is the original Baruch Pre-MFE submission; v2 fixes look-ahead leakage and benchmarks the honest forecast against naive rules. Lasso test R² drops from 0.39 to -0.20 once the leak is closed.

MCP server for the FRED API for Federal Reserve

Calculate historical dollar value equivalents using U.S. CPI data from FRED data.

PCA decomposition of US Treasury yield curve into Level / Slope / Curvature, with a candid backtest of a PC2 mean-reversion strategy.

Standalone ARIMA forecasting implementation for the log-transformed Sentiment–Volatility Ratio, using UMCSENT and VIXCLS data from FRED.