Net Liquidity formula:
Net Liquidity = Federal Reserve Balance sheet - Treasury General Account - Reverse Repo
Twitter thread by Max Anderson:
Net Liquidity formula:
Net Liquidity = Federal Reserve Balance sheet - Treasury General Account - Reverse Repo
Twitter thread by Max Anderson:
| WITH generate_date AS ( | |
| SELECT CAST(RANGE AS DATE) AS date_key | |
| FROM RANGE(DATE '2009-01-01', DATE '2013-12-31', INTERVAL 1 DAY) | |
| ) | |
| SELECT date_key AS date_key, | |
| DAYOFYEAR(date_key) AS day_of_year, | |
| YEARWEEK(date_key) AS week_key, | |
| WEEKOFYEAR(date_key) AS week_of_year, | |
| DAYOFWEEK(date_key) AS day_of_week, | |
| ISODOW(date_key) AS iso_day_of_week, |
| import numpy as np | |
| def xgb_quantile_eval(preds, dmatrix, quantile=0.2): | |
| """ | |
| Customized evaluational metric that equals | |
| to quantile regression loss (also known as | |
| pinball loss). | |
| Quantile regression is regression that |
| conda create -n orange python=3.4 numpy scipy scikit-learn docutils beautifulsoup4 nose Sphinx xlrd pyqt psycopg2 | |
| source activate orange | |
| pip install bottlechest | |
| pip install chardet | |
| pip install recommonmark | |
| pip install pyqtgraph | |
| pip install qt-graph-helpers | |
| git clone https://github.com/biolab/orange3.git |
| from collections import defaultdict | |
| from heapq import * | |
| def dijkstra(edges, f, t): | |
| g = defaultdict(list) | |
| for l,r,c in edges: | |
| g[l].append((c,r)) | |
| q, seen, mins = [(0,f,())], set(), {f: 0} | |
| while q: |
| alias gd="git diff" | |
| alias gc="git clone" | |
| alias ga="git add" | |
| alias gbd="git branch -D" | |
| alias gst="git status" | |
| alias gca="git commit -a -m" | |
| alias gpt="git push --tags" | |
| alias gp="git push" | |
| alias gpr="git pull-request" | |
| alias grh="git reset --hard" |
| window.onload = function() { | |
| var v0 = new Vertex("0"); | |
| var v1 = new Vertex("1"); | |
| var v2 = new Vertex("2"); | |
| var v3 = new Vertex("3"); | |
| var v4 = new Vertex("4"); | |
| var v5 = new Vertex("5"); | |
| var v6 = new Vertex("6"); | |
| var v7 = new Vertex("7"); |