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Minsky Instability Clock [SpokoStocks]When does a boom become fragile? This Minsky-based clock turns 11 public macro indicators — credit, profits, yield curve, bank lending, credit spreads and AI capex — into one easy-to-read warning scoreboard. "Stability is destabilizing." — Hyman P. Minsky ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ OVERVIEW The Minsky Instability Clock maps the US credit cycle through the lens of Hyman Minsky's Financial Instability Hypothesis. Long periods of calm encourage borrowing, borrowing fuels asset boo

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của SpokoStocks

Liquidity Regime Oscillator The Liquidity Signal Line is a macro-driven confirmation tool designed to capture the underlying global liquidity regime in a single, smoothed oscillator. It measures the combined directional flow of monetary and financial conditions using high-impact macro data: Federal Reserve assets (WALCL), Treasury General Account (TGA), and the Overnight Reverse Repo facility (RRP) – adjusted by key market proxies such as the U.S. Dollar Index, credit spreads (HYG/LQD), and equity risk appetite (SPHB/SPHQ)

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Request █ OVERVIEW This library is a tool for Pine Script™ programmers that consolidates access to a wide range of lesser-known data feeds available on TradingView, including metrics from the FRED database, FINRA short sale volume, open interest, and COT data. The functions in this library simplify requests for these data feeds, making them easier to retrieve and use in custom scripts. █ CONCEPTS Federal Reserve Economic Data (FRED) FRED (Federal Reserve Economic Data) is a comprehens

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của TradingView

RRP Daily A simple script showing US reverse repurchase agreements and Federal Treasury balance values from FRED. This script should give a neat overview of how little faith there is in the markets from how much cash is parked in ORRPs. I made this a while ago as a private script so here it is as a public script. The indicator is locked to the 1 Day resolution.

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của Nyanderfull

US Recessions There are a couple of other Pine Scripts on TradingView that others have kindly contributed but they are presently out-dated because they shade recessions based on manual entries of time. Thanks to the availability of pulling data from QUANDL, we can pull official data from FRED on data like US Recessions. The FRED series data is taken from is here- fred.stlouisfed.org "Our time series is composed of dummy variables that represent periods of expansion and recession. A value of 1 is a recessi

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của chrism665

Libor-EFFR This is the 3-month Libor minus effective federal funds rate. Traders watch certain spreads for a wider spread to indicate a bad economy. This is a conceptual indicator that tries to make sense of how important a FRA-OIS spread can be, in this case the Libor-EFFR. It may be completely wrong in calculation and understanding :) en.wikipedia.org www.investopedia.com Libor was derived from the TED Spread less 3-month treasury bills due to Quandl missing updated Libor data. fred.stlouisfed.org fre

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của NeoButane

Unemployment Momentum Model This model uses a Smoothed RSI to measure the momentum of the Civilian Unemployment Rate as published by FRED. The behavior of the unemployment rate makes it ideal for applying momentum-based timing techniques because it tends to rise sharply in a short time period and then declines gradually over a longer period. Using other basic momentum-based timing techniques also works well (e.g., EMA crossover, MACD, ROC, etc.) Please note that you cannot trade the unemployment rate directly. This model

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của Stable_Camel