Net Liquidity formula:
Net Liquidity = Federal Reserve Balance sheet - Treasury General Account - Reverse Repo
Twitter thread by Max Anderson:
Net Liquidity formula:
Net Liquidity = Federal Reserve Balance sheet - Treasury General Account - Reverse Repo
Twitter thread by Max Anderson:
WITH generate_date AS ( | |
SELECT CAST(RANGE AS DATE) AS date_key | |
FROM RANGE(DATE '2009-01-01', DATE '2013-12-31', INTERVAL 1 DAY) | |
) | |
SELECT date_key AS date_key, | |
DAYOFYEAR(date_key) AS day_of_year, | |
YEARWEEK(date_key) AS week_key, | |
WEEKOFYEAR(date_key) AS week_of_year, | |
DAYOFWEEK(date_key) AS day_of_week, | |
ISODOW(date_key) AS iso_day_of_week, |
#! /usr/bin/python | |
import math | |
class SVY21: | |
# Ref: http://www.linz.govt.nz/geodetic/conversion-coordinates/projection-conversions/transverse-mercator-preliminary-computations/index.aspx | |
# WGS84 Datum | |
a = 6378137 | |
f = 1 / 298.257223563 |
import numpy as np | |
def xgb_quantile_eval(preds, dmatrix, quantile=0.2): | |
""" | |
Customized evaluational metric that equals | |
to quantile regression loss (also known as | |
pinball loss). | |
Quantile regression is regression that |
conda create -n orange python=3.4 numpy scipy scikit-learn docutils beautifulsoup4 nose Sphinx xlrd pyqt psycopg2 | |
source activate orange | |
pip install bottlechest | |
pip install chardet | |
pip install recommonmark | |
pip install pyqtgraph | |
pip install qt-graph-helpers | |
git clone https://github.com/biolab/orange3.git |
from collections import defaultdict | |
from heapq import * | |
def dijkstra(edges, f, t): | |
g = defaultdict(list) | |
for l,r,c in edges: | |
g[l].append((c,r)) | |
q, seen, mins = [(0,f,())], set(), {f: 0} | |
while q: |
alias gd="git diff" | |
alias gc="git clone" | |
alias ga="git add" | |
alias gbd="git branch -D" | |
alias gst="git status" | |
alias gca="git commit -a -m" | |
alias gpt="git push --tags" | |
alias gp="git push" | |
alias gpr="git pull-request" | |
alias grh="git reset --hard" |
window.onload = function() { | |
var v0 = new Vertex("0"); | |
var v1 = new Vertex("1"); | |
var v2 = new Vertex("2"); | |
var v3 = new Vertex("3"); | |
var v4 = new Vertex("4"); | |
var v5 = new Vertex("5"); | |
var v6 = new Vertex("6"); | |
var v7 = new Vertex("7"); |