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rsvp Add nb/fred-credit-spreads.ipynb for Credit Profile
Serves also as a tutorial for use of MAD,
Median Absolute Deviation, in robustly rescaling
non-Gaussian time-series.

We consider mortgage and corporate credit spreads
to construct a robust Unified Credit Profile
to calibrate credit default risk in the context
of monetary policy.
Latest commit de7de92 Dec 3, 2018
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FRED-EURUSD_1971-2002-ARC.csv.gz Add first edition notebooks and archival csv data. Nov 11, 2014
FRED-SP500_1957-2014-ARC.csv.gz Add first edition notebooks and archival csv data. Nov 11, 2014
FRED-XAUUSD_1968-2014-ARC.csv.gz Add gold London PM fix, data FRED-XAUUSD_1968-2014-ARC.csv.gz Dec 10, 2014
FRED-home-Case-Shiller_1987-2013.csv.gz Add first edition notebooks and archival csv data. Nov 11, 2014
SEC-13F-parse.ipynb SEC-13F-parse.ipynb: Fix issue #2 by v4 and p6 updates Feb 23, 2016
SIMU-mn0-sd1pc-d4spx_1957-2014.csv.gz
boots-eq-spx.ipynb Add nb/boots-eq-spx.ipynb for Bootstrapping Aug 1, 2018
boots_ndl_d4spx_1957-2018.csv.gz Add nb/boots_ndl_d4spx_1957-2018.csv.gz for bootstrapping Jul 9, 2018
fred-credit-spreads.ipynb Add nb/fred-credit-spreads.ipynb for Credit Profile Dec 3, 2018
fred-debt-pop.ipynb nb/fred-debt-pop.ipynb: Append Appendix 1 Nov 14, 2017
fred-employ-nfp.ipynb Finalize fred-employ-nfp.ipynb for May 2016 release May 25, 2016
fred-eur-fx.ipynb Revise fred-eur-fx.ipynb with concluding remarks. May 20, 2015
fred-eurozone.ipynb Revise fred-eurozone.ipynb with richer commentary. Feb 6, 2015
fred-gdp-spx.ipynb fred-gdp-spx.ipynb: Fix issue #2, optimize HW parameters Apr 12, 2017
fred-gdp-wage.ipynb fred-gdp-wage.ipynb: Fix #2 by v5, p6.16.0428 upgrades Nov 15, 2016
fred-georeturns.ipynb nb/fred-georeturns.ipynb: Replace groupgeoret() by groupgemrat() Jun 23, 2017
fred-housing.ipynb fred-housing.ipynb: Fix issue #2 by v4 and p6 updates Feb 10, 2016
fred-infl-unem-fed.ipynb fred-infl-unem-fed.ipynb: Fix #2 by v5, p6.16.0428 upgrades Nov 15, 2016
fred-infl-velocity.ipynb Revise fred-infl-velocity.ipynb May 15, 2015
fred-inflation.ipynb fred-inflation.ipynb: Add foreinfl() for Unified Inflation Mar 12, 2018
fred-oil-brent-wti.ipynb nb/fred-oil-brent-wti.ipynb: Fix #2 and revise expo Aug 9, 2017
fred-usd-RTB-xau.ipynb Renamed: fred-usd-real.ipynb -> fred-usd-RTB-xau.ipynb Jan 24, 2015
fred-wage-capital.ipynb Update notebook fred-wage-capital.ipynb Dec 7, 2014
fred-xau-spx.ipynb Revise fred-xau-spx.ipynb to include projected returns and relative v… Mar 9, 2015
fred-xau-tips.ipynb fred-xau-tips.ipynb: Fix issue #2 by v4 and p6 updates Feb 22, 2016
gauss-mix-kurtosis.ipynb nb/gauss-mix-kurtosis.ipynb: Demo plotqq() for non-Gaussian Jun 3, 2017
holt-winters-equations.png Force add nb/holt-winters-equations.png to show notation. Nov 11, 2014
prtf-boltzmann-1.ipynb nb/prtf-boltzmann-1.ipynb: First release Jul 9, 2017
prtf-boltzmann-2.ipynb nb/prtf-boltzmann-2.ipynb: First release Jul 21, 2017
prtf-markowitz.gif Add nb/prtf-markowitz.gif, Efficient frontier image Jun 26, 2017
qdl-COTR-positions.ipynb qdl-COTR-positions.ipynb: Fix issue #2 by v4 and p6 updates Jan 25, 2016
qdl-libor-fed-funds.ipynb
qdl-spx-earn-div.ipynb qdl-spx-earn-div.ipynb: remedy for issue #3 Math Processing Error Mar 31, 2016
qdl-xau-contango.ipynb
qdl-xbt-bitcoin.ipynb qdl-xbt-bitcoin.ipynb: include XBTCNY analysis Feb 21, 2017
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