Financial Literature

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78 questions readers bring, each with the series that answers it, what not to use, and how to read the result. Type to filter.

Rates & curve · Inflation · Growth & jobs · FX · Equities · Fundamentals & filings · Volatility & positioning · Crypto · Commodities & energy · Credit & housing · Long run

Rates & curve

Is the US yield curve inverted? Use FRED T10Y2Y. Not Not the stock market — it leads the economy by less than people think. how to readPercentage points; the un-inversion has been the recession's doorstep more often than the inversion.
Where is the whole Treasury curve today? Use US Treasury data daily_treasury_yield_curve · 10 Yr how to readRead the shape from 1 month to 30 years; a 3-month yield above the 10-year is the model inversion.
What is the Fed's rate, and where did fed funds actually trade? Use FRED FEDFUNDS + NY Fed Markets Data EFFR how to readThe target is a range; EFFR sits a few basis points under the ceiling when reserves are ample. compare these sources →
Is there stress in overnight funding? Use NY Fed Markets Data SOFR + FRED SOFR how to readSOFR above the target ceiling for consecutive days, not a quarter-end spike, is stress. compare these sources →
What does the US government pay on its debt? Use US Treasury data avg_interest_rates how to readThe average rate lags market yields by years as old debt rolls off.
Which central banks are cutting, on one axis? Use BIS Data Portal WS_CBPOL · D.US how to readDaily policy rates for 38 economies; the spread between two is the carry.
Is the ECB rate above or below inflation? Use ECB Data Portal FM.B.U2.EUR.4F.KR.DFR.LEV + ECB Data Portal ICP.M.U2.N.000000.4.ANR how to readDeposit facility rate minus HICP annual rate; positive means restrictive in real terms. compare these sources →
What is the Bank of Korea's base rate and its real level? Use BOK ECOS 722Y001 · 0101000 + BOK ECOS 901Y009 · 0 how to readBase rate minus the CPI's 12-month change; Korea's target is 2%. compare these sources →
Has the Bank of Japan actually raised rates? Use BOJ Time-Series Data ir01_m_1 + BIS Data Portal WS_CBPOL · D.US how to readThe uncollateralised call rate in tenths of a percent; compare with the US on the BIS axis for the carry. compare these sources →
Where is Bank Rate, and where are gilts? Use Bank of England Database IUDBEDR + Bank of England Database IUDMNZC how to readBank Rate steps on MPC days; the 10-year gilt moves every day. compare these sources →
Is HIBOR following US rates? Use HKMA API hk-interbank-ir-daily · ir_1m + NY Fed Markets Data SOFR how to readUnder the peg HIBOR converges on US rates as the aggregate balance shrinks. compare these sources →
What are Australia's and Canada's policy rates? Use RBA statistical tables F1 · FIRMMCRTD + Bank of Canada Valet API V39079 how to readBoth move in 25-point steps on fixed dates; both have led the Fed at turns. compare these sources →
Can I build a 2s10s spread for Korea, Australia or Canada? Use BOK ECOS 817Y002 · 010210000 + RBA statistical tables F2 · FCMYGBAG2D + Bank of Canada Valet API BD.CDN.2YR.DQ.YLD how to readSubtract the 2-year from the 10-year on matching dates; monthly averages for Korea. compare these sources →

Inflation

What did US CPI do last month? Use BLS API CUUR0000SA0 + FRED CPIAUCSL how to read12-month change of the NSA index is the quoted number; the SA month-on-month is the trend. compare these sources →
Which inflation does the Fed target — CPI or PCE? Use BEA API T20804 line 1 / 25 + BLS API CUUR0000SA0 how to readCore PCE, released at month-end; it runs about half a point below CPI because of shelter weights. compare these sources →
What is euro-area inflation, and by country? Use ECB Data Portal ICP.M.U2.N.000000.4.ANR + Eurostat API prc_hicp_manr · CP00 · EA how to readHICP annual rate; the flash lands on the last working day of the month. compare these sources →
What is inflation in Korea, Japan, Singapore? Use BOK ECOS 901Y009 · 0 + SingStat Table Builder API M213751 + World Bank Indicators API FP.CPI.TOTL.ZG how to readTake the 12-month change of the index; Japan's CPI sits at e-Stat and FRED's mirror. compare these sources →
Is shelter inflation cooling? Use BLS API CUUR0000SAH1 how to readShelter lags market rents by about a year because leases roll slowly.
Is inflation cooling everywhere or just here? Use World Bank Indicators API FP.CPI.TOTL.ZG + OECD Data Explorer DF_PRICES · CPI how to readCross-country tables on comparable definitions; annual from the World Bank, monthly from the OECD. compare these sources →
How much of inflation is oil? Use EIA API RWTC + BLS API CUUR0000SA0 how to readA $10 move in crude is roughly 0.3–0.4 points of headline CPI a few months later. compare these sources →
Are wages keeping up with prices? Use FRED AHETPI + BLS API CES0500000003 how to readWage growth minus CPI inflation, both 12-month; negative is a real pay cut. compare these sources →
What is Chinese inflation doing? Use China NBS data portal Monthly Data · CPI + FRED CPIAUCSL how to readNBS publishes the year-on-year rate directly; near zero for long stretches is the story. compare these sources →

Growth & jobs

Is the US economy growing? Use BEA API T10101 line 1 + FRED GDPC1 how to readAnnualised quarterly rate; two negative quarters is a rule of thumb, not the NBER's definition. compare these sources →
Is the job market cracking? Use FRED UNRATE + FRED IC4WSA + BLS API CES0000000001 how to readClaims move first (weekly), payrolls confirm (monthly), unemployment lags. compare these sources →
Is a recession coming? Use FRED T10Y2Y + FRED IC4WSA how to readCurve plus claims; not the stock market, which leads the economy less than people think. compare these sources →
Which EU economies are growing? Use Eurostat API namq_10_gdp · B1GQ + Eurostat API une_rt_m · TOTAL how to readQuarter-on-quarter, not annualised; multiply by roughly four to compare with US prints. compare these sources →
Is the global cycle turning? Use OECD Data Explorer DF_CLI · LI how to readThree consecutive monthly rises in the CLI after a decline is the OECD's own turn signal.
Is China's economy growing, and is the consumer spending? Use China NBS data portal Quarterly Data · GDP + China NBS data portal Monthly Data · Total Retail Sales + China NBS data portal Monthly Data · Manufacturing PMI how to readYear-on-year rates; watch the cumulative-vs-monthly column header. compare these sources →
Is Singapore's economy growing? Use SingStat Table Builder API M014811 + SingStat Table Builder API M182341 how to readAdvance estimates land two weeks after quarter-end; the unemployment rate is quarterly. compare these sources →
What does the IMF expect for growth next year? Use IMF Data WEO · NGDP_RPCH how to readProjections, revised in April and October — mark the cut-off year on any chart.
Are households saving or spending down? Use BEA API T20100 line 35 how to readA falling saving rate flatters consumption for a while, then stops.
Is money supply growing? Use FRED M2SL + ECB Data Portal BSI.M.U2.Y.V.M30.X.1.U2.2300.Z01.E + BOJ Time-Series Data md01_m_1 how to readYear-on-year growth; the 2022–23 US contraction was the first since the 1930s. compare these sources →

FX

Is the won weak, or is the dollar strong? Use FRED DTWEXBGS + BOK ECOS 731Y001 · 0000001 how to readOne series answers each half; compare percent changes, not levels. compare these sources →
Where is the yen, and is it a dollar story or a BOJ story? Use BOJ Time-Series Data fm08_m_1 + FRED DEXJPUS + FRED DTWEXBGS how to readYen per dollar against the broad dollar; a yen move without a dollar move is the BOJ. compare these sources →
What is the ECB's reference rate for the dollar? Use ECB Data Portal EXR.D.USD.EUR.SP00.A + Frankfurter ..?base=EUR&symbols=USD how to readOne fix a day at about 16:00 CET; a reference, not a trading price. compare these sources →
A daily FX series for any major pair, no key? Use Frankfurter latest?base=USD + FRED DEXKOUS how to readFrankfurter for thirty currencies from the ECB fix; FRED's DEX series for the New York noon rate. compare these sources →
Is the Hong Kong dollar at the weak side of the peg? Use HKMA API er-eeri-daily · usd + HKMA API daily-figures-interbank-liquidity · closing_balance how to read7.85 is the weak side; the aggregate balance falls as HKMA defends it. compare these sources →
Where are the ringgit, the rupee and the Australian dollar? Use BNM OpenAPI exchange-rate/USD + RBI DBIE Reference Rate · USD/INR + RBA statistical tables F11.1 · FXRUSD how to readNote the quoting direction: AUD is USD per AUD, the others are local per USD. compare these sources →
Is a currency strong against its trading partners, not just the dollar? Use BIS Data Portal WS_EER · D.N.B + Bank of England Database XUDLBK67 how to readEffective rates: a rising index is a stronger currency, the opposite of most bilateral quotes. compare these sources →
How large are a country's reserves, and are they being spent? Use IMF Data IFS · reserves + BNM OpenAPI msb/1.3 + RBI DBIE Foreign Exchange Reserves how to readA fall during a currency slide is intervention; a fall during a dollar rally can be valuation. compare these sources →
Canadian dollars per US dollar, and why? Use Bank of Canada Valet API FXUSDCAD + EIA API RWTC how to readOil explains most medium-term loonie moves; put WTI beside it. compare these sources →

Equities

Thirty years of daily closes for an index, no sign-up? Use Stooq ^spx + Stooq ^kospi how to readPrice only, hobbyist-grade, hit-limited; fine for a chart, wrong for a job. compare these sources →
Where is the Nikkei, in yen and in dollars? Use Nikkei Indexes nikkei_stock_average_daily_en + FRED DEXJPUS how to readA yen rally with a falling yen can be flat in dollars — the 2023–24 story. compare these sources →
Daily OHLC for a ticker from a source with terms? Use Twelve Data time_series · AAPL 1day + EODHD eod · MCD.US + Polygon.io aggs · 1/day how to readAdjusted close for returns, close for what the tape showed. compare these sources →
Intraday bars for a stock or an FX pair? Use Twelve Data time_series · 1min–1h + Polygon.io aggs · 1/minute how to readFree tiers are end-of-day or credit-limited; plan the refresh rate first. compare these sources →
Korean or Japanese single stocks from one API? Use EODHD eod · 005930.KO + Twelve Data time_series · AAPL 1day how to readExchange suffixes matter (.KO, .TSE); paid plans for non-US coverage. compare these sources →
Quick look at one ticker with its option chain, in a notebook? Use yfinance download(ticker) + yfinance Ticker.option_chain how to readUnofficial and throttled; a notebook, never a job. compare these sources →
Is the market expensive by the standards of 150 years? Use Shiller long-run data ie_data · CAPE how to readCAPE above 30 has happened three times; it predicts ten years, not one.
Did this strategy beat the market, or just load on a factor? Use Kenneth French Data Library F-F_Research_Data_Factors + Kenneth French Data Library F-F_Momentum_Factor how to readRegress the excess return on the factors; the alpha is what is left. compare these sources →
Is a sector's rally unusual by history? Use Kenneth French Data Library 12_Industry_Portfolios how to readValue-weighted industry returns since 1926, in percent per month.
Is the Nikkei expensive? Use Nikkei Indexes Nikkei 225 PER how to readThe publisher's PER; different accounting from the S&P, so compare with its own history.

Fundamentals & filings

What did the company actually report? Use SEC EDGAR APIs companyfacts how to readThe filed number under its XBRL tag with the 'frame' field for clean periods — not a vendor's TTM.
Is this company really growing? Use SEC EDGAR APIs companyfacts + EODHD eod · MCD.US how to readRevenue from the 10-K by fiscal year beside the price; fiscal-year ends and restatements are the traps. compare these sources →
One metric across every US filer for one period? Use SEC EDGAR APIs frames how to readThe frames endpoint: every company that tagged the concept for that calendar period.
Who is selling their own stock? Use SEC EDGAR APIs Form 4 + SEC EDGAR APIs submissions how to readA sale under a 10b5-1 plan was scheduled months earlier; the form says so. compare these sources →
What did a Korean company report, from the filing? Use OpenDART fnlttSinglAcntAll + OpenDART list how to readWon in full, K-IFRS account ids; report code 11011 is the annual report. compare these sources →
Headline ratios for a US ticker without parsing EDGAR? Use Alpha Vantage OVERVIEW + EODHD fundamentals how to readVendor-computed; when a number matters, check the filing. compare these sources →

Volatility & positioning

How scared is the market right now versus 2008 or 2020? Use Cboe index data VIX_History how to readRegimes, not differences: below 15 calm, 15–25 normal, above 30 the handful of crises.
Is the volatility curve inverted? Use Cboe index data VIX9D_History + Cboe index data VIX3M_History how to read9-day above 3-month is the stress signature; it resolves within weeks. compare these sources →
Is a stock-market fall confirmed by options? Use Stooq ^spx + Cboe index data VIX_History how to readA fall without a VIX rise is the rarer, louder pattern. compare these sources →
Are speculators crowded into a trade? Use CFTC Commitments of Traders 6dca-aqww · 043602 + CFTC Commitments of Traders 6dca-aqww · 088691 how to readNet position as a share of open interest, in its own 3-year range; extremes are contrarian more often than not. compare these sources →
How is the yen positioned in futures? Use CFTC Commitments of Traders 6dca-aqww · 097741 + FRED DEXJPUS how to readA record short in yen futures next to the price: the 2024 unwind started from there. compare these sources →

Crypto

Bitcoin's daily price and market cap with history? Use CoinGecko API coins/bitcoin/market_chart + Binance public API klines · BTCUSDT 1d how to readAggregated (CoinGecko) versus one exchange (Binance); USDT is not USD. compare these sources →
Crypto at one-minute resolution? Use Binance public API klines · 1m how to read1,000 candles per call; walk startTime for more; bulk dumps at data.binance.vision.
Is crypto just risk appetite in disguise? Use CoinGecko API coins/bitcoin/market_chart + Stooq ^spx how to readRoll a 90-day correlation on business days; it has swung between 0 and 0.7. compare these sources →
How big is the crypto market, and is bitcoin dominant? Use CoinGecko API global how to readRising dominance in a falling market is risk-off inside crypto.

Commodities & energy

What is oil doing, from the official series? Use EIA API RWTC + EIA API RBRTE how to readWTI and Brent; the spread between them has its own story (export capacity, quality). compare these sources →
Are US crude stocks building? Use EIA API WCESTUS1 how to readThe Wednesday number; markets trade the surprise against the estimate, not the level.
Where is gold, and what is it tracking? Use Stooq xauusd + World Bank Indicators API Pink Sheet · GOLD + FRED DGS10 how to readBeside the real 10-year yield (FRED DFII10); they move inversely more often than not. compare these sources →
Monthly commodity prices since 1960 in one file? Use World Bank Indicators API Pink Sheet · CRUDE_BRENT how to readThe Pink Sheet: nominal dollars, with real indices on the second sheet.
Is gas storage low for the season? Use EIA API NW2_EPG0_SWO_R48_BCF how to readRead against the same week's five-year average; the deviation drives the price.

Credit & housing

Are house prices rising, and is it credit-fuelled? Use FRED CSUSHPINSA + BIS Data Portal WS_SPP · R.628 + BIS Data Portal WS_TC · P.A.M.770.A how to readReal indices at 2010 = 100 next to private credit as a share of GDP. compare these sources →
How indebted are Korean households? Use BOK ECOS 151Y005 + BIS Data Portal WS_TC · P.A.M.770.A how to readAbove 100% of GDP; the number behind every BOK decision. compare these sources →
Are euro-area banks lending? Use ECB Data Portal BSI.M.U2.Y.U.A20.A.1.U2.2250.Z01.E how to readLoans to households, year-on-year; the transmission of policy shows here first.
How big is the US debt, and how fast is the interest bill growing? Use US Treasury data debt_to_penny + US Treasury data avg_interest_rates + World Bank Indicators API GC.DOD.TOTL.GD.ZS how to readDollars, not billions; the average rate lags market yields by years. compare these sources →

Long run

What has the 10-year yield done over 150 years? Use Shiller long-run data ie_data · GS10 + FRED DGS10 how to readShiller monthly to 1871, FRED daily from 1962. compare these sources →
Real stock returns over a century? Use Shiller long-run data ie_data · P, D, E + Kenneth French Data Library F-F_Research_Data_Factors how to readDeflate by CPI and add reinvested dividends; the dividends roughly double the growth rate. compare these sources →
The number they saw at the time, before revisions? Use FRED GDPC1 how to readALFRED vintages through the FRED API — recipe 3 on the FRED card.