dharmatech
/ qt-forecast-mbs-dec-2022 soma-mbs-get-asof.ps1
Created
December 16, 2022 18:09
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| $month = '2022-12-' | |
| $rate = 0.83 | |
| $dates = @( | |
| '2022-11-30' | |
| '2022-12-07' | |
| '2022-12-14' | |
| '2022-12-21' |
dharmatech
/ qt-forecast-mbs-dec-2022.ps1
Created
December 16, 2022 07:53
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| # ---------------------------------------------------------------------- | |
| # UMBS | |
| $result_soma_mbs_a = Invoke-RestMethod 'https://markets.newyorkfed.org/api/soma/mbs/get/asof/2022-11-23.json' | |
| # $result_soma_mbs_a.soma.holdings | Where-Object securityDescription -match 'UMBS' | Format-Table * | |
| $umbs_a = ($result_soma_mbs_a.soma.holdings | Where-Object securityDescription -match 'UMBS' | Measure-Object -Property currentFaceValue -Sum).Sum |
dharmatech
/ usts-yield-curve-table-view-svg.ps1
Created
December 13, 2022 04:39
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| function get-rrp-award-rate () | |
| { | |
| if ((Test-Path 'rrp-award-rate.csv') -eq $false) | |
| { | |
| Write-Host 'Downloading' -ForegroundColor Yellow | |
| $result = Invoke-RestMethod 'https://fred.stlouisfed.org/graph/fredgraph.csv?id=RRPONTSYAWARD' | |
| $result | Out-File 'rrp-award-rate.csv' |
dharmatech
/ yield-curve.svg
Created
December 13, 2022 04:34
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dharmatech
/ yield-curve.svg
Created
December 13, 2022 04:14
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dharmatech
/ qt-forecast-usts.ps1
Last active
December 11, 2022 22:49
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| # $result_as_of_dates = Invoke-RestMethod https://markets.newyorkfed.org/api/soma/asofdates/list.json | |
| # | |
| # $result_as_of_dates.soma.asOfDates | Sort-Object | Select-Object -Last 20 | |
| # $dates = @( | |
| # '2022-11-02' | |
| # '2022-11-09' | |
| # '2022-11-16' | |
| # '2022-11-23' |
dharmatech
/ usts-yield-curve.ps1
Last active
October 8, 2023 21:05
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| # $result = Invoke-RestMethod 'https://home.treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/2022/all?type=daily_treasury_yield_curve&field_tdr_date_value=2022&page&_format=csv' | |
| $year = Get-Date -Format 'yyyy' | |
| $result = Invoke-RestMethod ('https://home.treasury.gov/resource-center/data-chart-center/interest-rates/daily-treasury-rates.csv/{0}/all?type=daily_treasury_yield_curve&field_tdr_date_value={0}&page&_format=csv' -f $year) | |
| $table = $result | ConvertFrom-Csv | Sort-Object Date | |
| function color ($a, $b) |
dharmatech
/ cal-jdehorty-alt.pine
Created
December 3, 2022 21:45
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| // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ | |
| // © jdehorty | |
| // @version=5 | |
| indicator('cal-jdehorty-alt', overlay=true, scale=scale.none, max_lines_count=500) | |
| import jdehorty/EconomicCalendar/1 as calendar | |
| // ================== | |
| // ==== Settings ==== |
dharmatech
/ rrp-counterparties.ps1
Last active
December 1, 2022 22:14
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| $date = '2022-01-01' | |
| $result = Invoke-RestMethod ('https://markets.newyorkfed.org/api/rp/reverserepo/propositions/search.json?startDate={0}' -f $date) | |
| $items = $result.repo.operations | Sort-Object operationDate | Where-Object note -NotMatch 'Small Value Exercise' | |
| $table = $items | ForEach-Object { | |
| [pscustomobject]@{ |
dharmatech
/ Treasury Buybacks MMF.drawio
Created
November 3, 2022 03:04
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| <mxfile host="app.diagrams.net" modified="2022-11-03T02:59:37.641Z" agent="5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/107.0.0.0 Safari/537.36" etag="VB3dl1hTGfbvLUdXV9Yb" version="20.5.1" type="device"><diagram id="9-wZCS-z9ZMLKD7XJHV1" name="Page-1">5XxXk6xGtu6v0eNEYAt4xPvCQ8EbrvAeCvPrb9La0kjaW3fOiSPN3BO3OrqbSiDNl8t8a5HJTyjbHeIcj6U+ZHn7EwJlx08o9xOCwA8CBf/ukvNbCYU8fi4p5ir7VvbPAqe68m+F0LfSrcry5XcXrsPQrtX4+8J06Ps8XX9XFs/zsP/+svfQ/r7VMS7y7wqcNG6/Lw2qbC1/LiVx6J/lUl4V5S8tw9C3M138y8XfCpYyzob9N0Uo/xPKzsOw/nzUHWze3uj9gsvP9wl/cvbXjs15v/5XbpD6yHGPQH9vq/JOrPMNfZ7/+KWaT9xu30b8rbfr+QsE87D1WX7XAv2EMntZrbkzxul9dgezDsrKtWvBNxgcft+rX1rI5zU/flP0rZdiPnT5Op/gkm9nfwHsm8ig377u/4T/V+kofwP94xfk429TXvxa8z9RAQffgPlvgPQ9Rt3Q5+fXJM9Nvt5yBSD6Djgw4+N9uHUtna7DDOC5UaiAdGlxkrfmsFRrNfTgkmRY16H7zQV0WxX3iXX4A8DDtrZVn7O/yjv016COob+H/VeMf4M7+kPY/ybU0X8tmb8AXHVfWvyv0W3vE0ycNsWXULNDe88Kl+XveGvXP4U/XsafsX5Xx60IzFeD9C+l0C8ld1XxGv+E0j9/RYR6zIufkBsAqgZ/MJq2nCZS7IJmaIsG38B/GgxFQHaWp+lBZA7d5Y8Q/OqBUIa//Ib/PC5C0f46jqVz |