Fed Policy CLI

Macro trading intelligence from Fed policy analysis

Transform economic data into actionable trading insights by analyzing historical Federal Reserve policy analogues. Built for macro traders, hedge funds, and financial analysts.

Features

• 📊 Historical Analogue Analysis - Find similar Fed policy periods using weighted economic indicators
• 💹 Market vs Fed Expectations - Analyze yield curve inversions and rate divergences
• 🌍 Cross-Asset Fed Playbook - Multi-asset performance during Fed cycles (bonds, equities, commodities, currencies)
• 🎮 Policy Simulator - What-if scenario modeling for Fed policy changes
• 📈 Trading Signals - AI-generated signals with confidence scores and risk analysis

Installation

npm install -g fed-policy-cli

Quick Start

# Show welcome screen and commands
fed-policy-cli

# Fetch latest economic data (required first step)
fed-policy-cli update-data --api-key YOUR_FRED_API_KEY

# Analyze current market conditions
fed-policy-cli analyze --template balanced-economic

# Market expectations analysis
fed-policy-cli market-expectations

# Cross-asset analysis during Fed cycles
fed-policy-cli cross-asset-analysis

API Keys Required

• FRED API Key (free): Get from FRED Economic Data
• Alpha Vantage API Key (optional, for ETF data): Get from Alpha Vantage

Store in .env file:

FRED_API_KEY=your_fred_api_key_here
ALPHA_VANTAGE_API_KEY=your_alpha_vantage_key_here

Commands

Data Management

• update-data - Fetch latest economic data from FRED API
• list-templates - Show available economic analysis templates

Analysis

• analyze - Find historical Fed policy analogues
• correlate - Calculate correlation matrices for economic indicators
• market-expectations - Analyze market vs Fed rate expectations
• cross-asset-analysis - Multi-asset performance during Fed cycles
• simulate - Interactive Fed policy scenario simulator

Examples

# Stagflation analysis
fed-policy-cli analyze --template stagflation-hunt --months 12

# Custom indicator analysis
fed-policy-cli analyze --indicator UNRATE:0.5 --indicator CPIAUCSL:0.5

# Correlation analysis
fed-policy-cli correlate --indicators UNRATE CPIAUCSL GDPC1

# Cross-asset analysis with Alpha Vantage data
fed-policy-cli cross-asset-analysis --alpha-vantage-key YOUR_KEY

Data Sources

• FRED (Federal Reserve Economic Data) - 100+ economic indicators
• FOMC Projections - Fed dot plot data
• Alpha Vantage - ETF and cross-asset data
• Treasury Yield Curves - Daily yield data

Use Cases

• Macro Trading - Position sizing and asset allocation during Fed cycles
• Risk Management - Historical drawdown analysis and scenario planning
• Research - Economic cycle analysis and policy impact studies
• Portfolio Management - Cross-asset rotation strategies

Available Templates

| Template | Focus | Key Indicators | |----------|-------|----------------| | stagflation-hunt | High inflation + unemployment | UNRATE, CPIAUCSL, DFF | | financial-crisis | Financial stress periods | UNRATE, T10Y2Y, DFF, ICSA | | policy-tightening | Fed tightening cycles | DFF, CPIAUCSL, UNRATE | | recession-early-warning | Recession precursors | T10Y2Y, ICSA, GDPC1 | | inflation-regime | Inflationary periods | CPIAUCSL, PCEPI, DFF | | balanced-economic | Equal weight analysis | All indicators |

Supported Indicators

Economic Data (FRED)

• UNRATE - Unemployment Rate
• CPIAUCSL - CPI Inflation
• DFF - Federal Funds Rate
• PCEPI - PCE Core Inflation
• GDPC1 - Real GDP Growth
• T10Y2Y - 10-2 Year Treasury Spread
• ICSA - Initial Jobless Claims

Cross-Asset Data

• DCOILWTICO - WTI Crude Oil
• POILBREUSDM - Brent Crude Oil
• DTWEXBGS - USD Index
• PCOPPUSDM - Copper Price

ETF Data (Alpha Vantage)

• TLT - 20+ Year Treasury Bonds
• SPY - S&P 500
• XLF - Financial Sector
• HYG - High Yield Bonds
• GLD - Gold

Example Output

 ═══════════════ MARKET EXPECTATIONS ANALYSIS ═══════════════

 ════════════════════ EXECUTIVE SUMMARY ═════════════════════
 🎯 Market positioning 46bp hawkish vs Fed guidance

 Key Takeaways:
   • Significant hawkish divergence creates trading opportunity
   • Yield curve inversion signals recession risk (-4bp 2s10s)
   • Fed targets 3.40% by 2027

 ──── Yield Curve Snapshot ────
 3M: 4.42%   2Y: 3.86%   10Y: 4.35%   30Y: 4.86%
 2s10s: +0.49bp ⚠️ INVERTED

 ──── Trading Signals ────
 1. YIELD CURVE PLAY
    Yield curve inverted. Consider recession protection trades.
    Confidence: ████░░░░░░ 45%

License

MIT

Support

• GitHub Issues: fed-policy-cli/issues
• Documentation: Run fed-policy-cli help