Tuesday, February 15, 2011

Fun with Fred—Data From St. Louis Fed

Rarely do I enjoy collecting and playing with data from the government because it is so tedious, but https://research.stlouisfed.org/fred2/ ease of graphing valuable data series provides a finance geek days of fun.  Labeling is the only weakness.  Here are some of the graphs that I found informative.  Also, the quantmod package for R offers a very good interface to the Fred data.

Fed Purchases of Treasuries and Mortgages with Rates and Money Funds

From TimelyPortfolio

Loan Loss Reserve/Total Loans by Bank Size. Largest banks are always hit the hardest.

From TimelyPortfolio

Jim Roger’s notion of Farmers in Ferraris (a long way to go). Red is farm/nonfarm income and green is Finance Payrolls/Total Payrolls.

From TimelyPortfolio

Also on this farm notion from the http://fraser.stlouisfed.org/publications/ei/2011/download/100086/EI_201101.pdf

ScreenClip(5)

No comments:

Post a Comment