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barnabygraham
22 авг 2022 г., 08:22

Fed Funds Rate Projections 

SPDR S&P 500 ETF TRUSTArca

Описание

This script makes projections via drawing boxes based upon changes in the fed funds rate (FRED:EFFR).

It works by turning the change in the fed funds rate into a user defined percentage (using a multiplier, by default a 1% rate of change implies a 10% change in the chart) and then drawing a box that distance away depending on the direction of the rate of change.

The size of the multiplier should depend on the duration of the asset which this is being applied to, for example, a long duration asset such as a high beta growth stock should use a larger multiplier.
Комментарии
ChartingCycles
Very interesting way to visualize this data. Nice work!
barnabygraham
@ChartingCycles, Thank you!
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