Net Liquidity formula:
Net Liquidity = Federal Reserve Balance sheet - Treasury General Account - Reverse Repo
Twitter thread by Max Anderson:
import io | |
import requests | |
import pandas as pd | |
def trade_quote(symbol, expiration, date): | |
url = "http://127.0.0.1:25510/v2/bulk_hist/option/trade_quote" | |
querystring = { "root": symbol, "exp": expiration, "start_date": date, "end_date": date, "use_csv":"true" } |
Net Liquidity formula:
Net Liquidity = Federal Reserve Balance sheet - Treasury General Account - Reverse Repo
Twitter thread by Max Anderson:
import pandas as pd | |
import treasury_gov_pandas.datasets.mts.mts_table_4.load | |
import streamlit as st | |
import plotly.express as px | |
import numpy as np | |
df = treasury_gov_pandas.datasets.mts.mts_table_4.load.load() | |
# convert null values to 0 in the column 'current_month_net_rcpt_amt' |
using System; | |
using System.IO; | |
using System.Media; | |
namespace WavFileTest | |
{ | |
class Program | |
{ | |
static void Main(string[] args) | |
{ |
import os | |
import glob | |
import pandas as pd | |
from bokeh.plotting import figure, show | |
from bokeh.models import ColumnDataSource, HoverTool | |
from bokeh.transform import linear_cmap | |
from bokeh.palettes import Viridis256 | |
from bokeh.io import output_notebook |
from bokeh.plotting import figure, show | |
import bokeh.models | |
import bokeh.palettes | |
import bokeh.transform | |
import pandas as pd |
from bokeh.plotting import figure, show | |
import bokeh.models | |
import bokeh.palettes | |
import bokeh.transform | |
import pandas as pd |
function get-recent-tga () | |
{ | |
$date = (Get-Date).AddDays(-14).ToString('yyyy-MM-dd') | |
$result = Invoke-RestMethod -Method Get -Uri ('https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/dts/dts_table_1?filter=record_date:gte:{0},account_type:eq:Treasury General Account (TGA) Closing Balance&fields=record_date,open_today_bal' -f $date) | |
# $result.data | Sort-Object -Property record_date | Select-Object -Last 1 | |
$result.data[-1] |
import pandas as pd | |
import treasury_gov_pandas | |
from bokeh.plotting import figure, show | |
from bokeh.models import NumeralTickFormatter, HoverTool | |
import bokeh.models | |
import bokeh.palettes | |
import bokeh.transform | |
# ---------------------------------------------------------------------- | |
df = treasury_gov_pandas.update_records( |
import yfinance_download | |
from bokeh.plotting import figure, show | |
import bokeh.models | |
import bokeh.palettes | |
import bokeh.transform | |
df = yfinance_download.update_records('^GSPC', interval='1d') |