fomc

Extracting the "dot plot" economic projections posted online by the Federal Open Market Committee

Real-time macroeconomic & financial markets dashboard featuring AI sentiment analysis , Fed Funds backtesting, and live multi-asset tracking

End-to-End Python implementation of "FedSight AI" multi-agent system for Federal Funds Target Rate prediction (NeurIPS 2025 Workshop). Simulates FOMC deliberations using LLMs with Chain-of-Draft reasoning and In-Context Learning. Integrates structured macro indicators with unstructured narratives (Beige Book, Dot Plots).

Open macro-cycle observatory for current regimes, long-wave history, official macro release ledgers, watchlists, and evidence-gated readings.

A command-line tool for analyzing Federal Reserve policy scenarios by finding historical analogues based on unemployment and inflation conditions.

Agentic RAG system using LangGraph to analyse FOMC documents, detect monetary policy shifts, and identify contradictions across Federal Reserve meetings. Built with Pinecone, GPT-4o, FastAPI, and evaluated with RAGAS.

Fully automated macro calendar — FOMC, BOE, ECB, BOJ, US CPI/PPI/NFP in Google Calendar. Completely free (no paid APIs).

Personal monitor of Federal Reserve communications: scrapes Board governor speeches and FOMC docs, scores hawk/dove tone via Claude, alerts on tone shifts.

Projet de NLP appliqué aux conférences de presse du FOMC (2020–2025) visant à analyser l’évolution du discours monétaire de la Réserve fédérale américaine. À travers des méthodes de text mining, TF-IDF, clustering et analyse de sentiments, le projet étudie les thèmes macroéconomiques dominants et leurs corrélations avec les marchés financiers.

美联储主席 Kevin Warsh 首场 FOMC 新闻发布会（2026 年 6 月 17 日）完整中英双语逐字稿。非官方，本地转录整理。

This repository automatically scrapes the past and future FOMC meeting statements & minutes - tracking US monetary policy changes through time.

Full-stack ML project predicting US Treasury yield moves after FOMC meetings: DistilBERT sentiment + macro regime classification + walk-forward gradient boosting, with a Next.js dashboard

Empirical macro-finance project on FOMC statement entropy and post-meeting VIX reactions

Study of the impact of monetary policy and central bank sentiment on gold price dynamics. Built a dataset combining quantitative market variables and qualitative FOMC-statement features, then evaluated predictive power through rolling Ridge regression and GARCH models.

Leakage-free real-time evaluation of open-weights LLMs for US CPI inflation forecasting. Introduces the memorization premium (seen vs. unseen forecast-error gap) and a three-role decomposition (direct forecaster, FOMC-text extractor, combiner). Reproduces every number in the IJF manuscript's Table 3 from the committed checkpoint.

Undergraduate thesis: measuring non-verbal cues in FOMC press conferences and testing them against high-frequency futures reactions.

FOMC sentiment resources linked to FinBERT aspect classification model

Output Federal Reserve FOMC Meeting Dates in a plain text ISO date format for further use elsewhere

Free CC0 daily dumps of the public record of US markets: congress trades, insider filings, 13F holdings, contracts and grants, lobbying, short volume, patents, congressional hearings, FOMC communications, and more. JSON + Parquet, with a primary-source provenance link on every row. Built by LuxAlgo/market-trackers.

An evidence based monetary policy intelligence system. Combines FOMC communications with FRED economic data to detect policy shifts and narrative divergences.