Cycle Charting

 

Financial stress has been identified as the chief factor influencing the co-movement of its designated market variables; extracting this factor allows St. Louis Fed to create an interpretable index. The index is constructed using weekly data series for a variety of interest rates, credit spread, and volatility measures. If you want to know about the cycle analysis or Cycle Charting can consider to WTT tool. We can apply our dynamic cycle tools to this dataset and see if we can detect important dominant cycles that forecast financial stress extremes.  And, the footprint of our charting module is small thanks to highly optimized C++ code.