Market Data Anomaly Detection

This repo shows examples of outlier detection for market data management using FRED H.15 interest rate series.

Contents:

• notebooks/market_data_outlier_detection.ipynb: Jupyter Notebook
• medium_draft.md: draft Medium article
• requirements.txt

Getting Started

1. Install dependencies: pip install -r requirements.txt
2. Get a FRED API key: https://fred.stlouisfed.org/
3. Run the notebook.