Data Viewer: forex-macro-metrics

forex_macro_metrics (868 total rows, showing 50 of 868)

idmetricvaluecomponentscomputed at
868risk_appetite_composite-0.09{"rate_momentum_z":-0.2874532751019654,"credit_z":-0.1887498252725656,"vix_z":-0...May 14 6:15 AM
867correlation_instability1{"dxy_vix_break":-0.6913948313953845,"dxy_vix_flag":true}May 14 6:15 AM
866custom_dollar_index99.18{"EUR_USD":-0.8660133508613166,"USD_JPY":-0.4995036477947745,"GBP_USD":-0.858943...May 14 6:15 AM
865real_yield_gap_USDJPY0.10{"us_real":1.9499999999999997,"jp_real":1.8450000000000002,"jp_10y":2.345}May 14 6:15 AM
864real_yield_gap_EURUSD0.84{"us_real":1.9499999999999997,"de_real":1.1052380952,"de_10y":2.9052380952,"eu_i...May 14 6:15 AM
863yield_curve_slope_momentum-0.21{"delta_30d":-0.20999999999999974}May 14 6:15 AM
862yield_curve_curvature-0.39{"butterfly":-0.3899999999999997}May 14 6:15 AM
861yield_curve_slope1.03{"z":-2.2702758259806095}May 14 6:15 AM
860yield_curve_level4.33{"dgs2":3.95,"dgs5":3.99,"dgs10":4.42,"dgs30":4.98}May 14 6:15 AM
859financial_conditions_index0.02{"dgs10_z":1.265836671766299,"hy_spread_z":-1.6441963050672896,"move_z":null,"dx...May 14 6:15 AM
858macro_regime2{"label":"STAGFLATION","2s10s_z":-1.2615992280580786,"vix_z":-0.7648112255649657...May 14 6:15 AM
857economic_surprise_index-0.92{"growth":-0.9203579866168444,"inflation":null}May 14 6:15 AM
856growth_surprise-0.92{"series":["GDP","PAYEMS","MANEMP","RSXFS","HOUST"]}May 14 6:15 AM
855net_liquidity_index5831742.80{"net_liq":5831742.801,"impulse_30d":251537.9210000001,"z_score":-0.197024920988...May 14 6:15 AM
854carry_score_NZD_USD-0.10{"rate_diff":-0.9500000000000002,"realized_vol":9.698863346403064,"score":-0.097...May 14 6:15 AM
853carry_score_AUD_USD-0.10{"rate_diff":-0.9500000000000002,"realized_vol":9.704648604490783,"score":-0.097...May 14 6:15 AM
852carry_score_USD_CAD-0.12{"rate_diff":-0.5100000000000002,"realized_vol":4.2370366231537915,"score":-0.12...May 14 6:15 AM
851carry_score_USD_JPY-0.27{"rate_diff":-1.605,"realized_vol":5.940577986440936,"score":-0.27017573099172}May 14 6:15 AM
850carry_score_GBP_USD-0.11{"rate_diff":-0.7507000000000001,"realized_vol":7.027034291632174,"score":-0.106...May 14 6:15 AM
849carry_score_EUR_USD0.17{"rate_diff":1.0447619048,"realized_vol":6.202687262169812,"score":0.16843697910...May 14 6:15 AM
848fedwatch_next_meeting_cut_prob0{"source":"fedwatch"}May 14 6:15 AM
847risk_appetite_composite-0.10{"rate_momentum_z":-0.2874532751019654,"credit_z":-0.1887498252725656,"vix_z":-0...May 13 6:15 AM
846correlation_instability1{"dxy_vix_break":-0.6913948313953845,"dxy_vix_flag":true}May 13 6:15 AM
845custom_dollar_index99.06{"EUR_USD":-1.032021646036163,"USD_JPY":-0.5899500496352239,"GBP_USD":-0.9003317...May 13 6:15 AM
844real_yield_gap_USDJPY0.06{"us_real":1.9099999999999997,"jp_real":1.8450000000000002,"jp_10y":2.345}May 13 6:15 AM
843real_yield_gap_EURUSD0.82{"us_real":1.9099999999999997,"de_real":1.0892380952,"de_10y":2.9052380952,"eu_i...May 13 6:15 AM
842yield_curve_slope_momentum-0.21{"delta_30d":-0.20999999999999974}May 13 6:15 AM
841yield_curve_curvature-0.30{"butterfly":-0.2999999999999998}May 13 6:15 AM
840yield_curve_slope1.05{"z":-2.2702758259806095}May 13 6:15 AM
839yield_curve_level4.30{"dgs2":3.9,"dgs5":3.99,"dgs10":4.38,"dgs30":4.95}May 13 6:15 AM
838financial_conditions_index0.02{"dgs10_z":1.265836671766299,"hy_spread_z":-1.6441963050672896,"move_z":null,"dx...May 13 6:15 AM
837macro_regime2{"label":"STAGFLATION","2s10s_z":-1.2615992280580786,"vix_z":-0.7436354939943871...May 13 6:15 AM
836economic_surprise_index-0.92{"growth":-0.9203579866168444,"inflation":null}May 13 6:15 AM
835growth_surprise-0.92{"series":["GDP","PAYEMS","MANEMP","RSXFS","HOUST"]}May 13 6:15 AM
834net_liquidity_index5831742.87{"net_liq":5831742.867,"impulse_30d":251537.9210000001,"z_score":-0.197024920988...May 13 6:15 AM
833carry_score_NZD_USD-0.10{"rate_diff":-1.0000000000000004,"realized_vol":9.698863346403064,"score":-0.103...May 13 6:15 AM
832carry_score_AUD_USD-0.10{"rate_diff":-1.0000000000000004,"realized_vol":9.704648604490783,"score":-0.103...May 13 6:15 AM
831carry_score_USD_CAD-0.11{"rate_diff":-0.45999999999999996,"realized_vol":4.2370366231537915,"score":-0.1...May 13 6:15 AM
830carry_score_USD_JPY-0.26{"rate_diff":-1.5549999999999997,"realized_vol":5.940577986440936,"score":-0.261...May 13 6:15 AM
829carry_score_GBP_USD-0.11{"rate_diff":-0.8007000000000004,"realized_vol":7.027034291632174,"score":-0.113...May 13 6:15 AM
828carry_score_EUR_USD0.16{"rate_diff":0.9947619047999998,"realized_vol":6.202687262169812,"score":0.16037...May 13 6:15 AM
827fedwatch_next_meeting_cut_prob0{"source":"fedwatch"}May 13 6:15 AM
826risk_appetite_composite-0.12{"rate_momentum_z":-0.2874532751019654,"credit_z":-0.1887498252725656,"vix_z":-0...May 12 6:15 AM
825correlation_instability1{"dxy_vix_break":-0.6913948313953845,"dxy_vix_flag":true}May 12 6:15 AM
824custom_dollar_index98.79{"EUR_USD":-1.3175336924933112,"USD_JPY":-0.7976301151852327,"GBP_USD":-1.346803...May 12 6:15 AM
823real_yield_gap_USDJPY0.11{"us_real":1.96,"jp_real":1.8450000000000002,"jp_10y":2.345}May 12 6:15 AM
822real_yield_gap_EURUSD0.88{"us_real":1.96,"de_real":1.0812380952000002,"de_10y":2.9052380952,"eu_infl_prox...May 12 6:15 AM
821yield_curve_slope_momentum-0.21{"delta_30d":-0.20999999999999974}May 12 6:15 AM
820yield_curve_curvature-0.35{"butterfly":-0.34999999999999964}May 12 6:15 AM
819yield_curve_slope1.05{"z":-2.2702758259806095}May 12 6:15 AM