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Add nb/fred-credit-spreads.ipynb for Credit Profile

Dec 3, 2018

de7de92 · Dec 3, 2018

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Name		Name	Last commit message	Last commit date
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FRED-EURUSD_1971-2002-ARC.csv.gz		FRED-EURUSD_1971-2002-ARC.csv.gz	Add first edition notebooks and archival csv data.	Nov 11, 2014
FRED-SP500_1957-2014-ARC.csv.gz		FRED-SP500_1957-2014-ARC.csv.gz	Add first edition notebooks and archival csv data.	Nov 11, 2014
FRED-XAUUSD_1968-2014-ARC.csv.gz		FRED-XAUUSD_1968-2014-ARC.csv.gz	Add gold London PM fix, data FRED-XAUUSD_1968-2014-ARC.csv.gz	Dec 10, 2014
FRED-home-Case-Shiller_1987-2013.csv.gz		FRED-home-Case-Shiller_1987-2013.csv.gz	Add first edition notebooks and archival csv data.	Nov 11, 2014
SEC-13F-parse.ipynb		SEC-13F-parse.ipynb	SEC-13F-parse.ipynb: Fix issue #2 by v4 and p6 updates	Feb 23, 2016
SIMU-mn0-sd1pc-d4spx_1957-2014.csv.gz		SIMU-mn0-sd1pc-d4spx_1957-2014.csv.gz	Add yi_simulation module for bootstrap simulations.	Dec 15, 2014
boots-eq-spx.ipynb		boots-eq-spx.ipynb	Add nb/boots-eq-spx.ipynb for Bootstrapping	Aug 1, 2018
boots_ndl_d4spx_1957-2018.csv.gz		boots_ndl_d4spx_1957-2018.csv.gz	Add nb/boots_ndl_d4spx_1957-2018.csv.gz for bootstrapping	Jul 9, 2018
fred-credit-spreads.ipynb		fred-credit-spreads.ipynb	Add nb/fred-credit-spreads.ipynb for Credit Profile	Dec 3, 2018
fred-debt-pop.ipynb		fred-debt-pop.ipynb	nb/fred-debt-pop.ipynb: Append Appendix 1	Nov 14, 2017
fred-employ-nfp.ipynb		fred-employ-nfp.ipynb	Finalize fred-employ-nfp.ipynb for May 2016 release	May 25, 2016
fred-eur-fx.ipynb		fred-eur-fx.ipynb	Revise fred-eur-fx.ipynb with concluding remarks.	May 20, 2015
fred-eurozone.ipynb		fred-eurozone.ipynb	Revise fred-eurozone.ipynb with richer commentary.	Feb 6, 2015
fred-gdp-spx.ipynb		fred-gdp-spx.ipynb	fred-gdp-spx.ipynb: Fix issue #2, optimize HW parameters	Apr 12, 2017
fred-gdp-wage.ipynb		fred-gdp-wage.ipynb	fred-gdp-wage.ipynb: Fix #2 by v5, p6.16.0428 upgrades	Nov 15, 2016
fred-georeturns.ipynb		fred-georeturns.ipynb	nb/fred-georeturns.ipynb: Replace groupgeoret() by groupgemrat()	Jun 23, 2017
fred-housing.ipynb		fred-housing.ipynb	fred-housing.ipynb: Fix issue #2 by v4 and p6 updates	Feb 10, 2016
fred-infl-unem-fed.ipynb		fred-infl-unem-fed.ipynb	fred-infl-unem-fed.ipynb: Fix #2 by v5, p6.16.0428 upgrades	Nov 15, 2016
fred-infl-velocity.ipynb		fred-infl-velocity.ipynb	Revise fred-infl-velocity.ipynb	May 15, 2015
fred-inflation.ipynb		fred-inflation.ipynb	fred-inflation.ipynb: Add foreinfl() for Unified Inflation	Mar 12, 2018
fred-oil-brent-wti.ipynb		fred-oil-brent-wti.ipynb	nb/fred-oil-brent-wti.ipynb: Fix #2 and revise expo	Aug 9, 2017
fred-usd-RTB-xau.ipynb		fred-usd-RTB-xau.ipynb	Renamed: fred-usd-real.ipynb -> fred-usd-RTB-xau.ipynb	Jan 24, 2015
fred-wage-capital.ipynb		fred-wage-capital.ipynb	Update notebook fred-wage-capital.ipynb	Dec 7, 2014
fred-xau-spx.ipynb		fred-xau-spx.ipynb	Revise fred-xau-spx.ipynb to include projected returns and relative v…	Mar 9, 2015
fred-xau-tips.ipynb		fred-xau-tips.ipynb	fred-xau-tips.ipynb: Fix issue #2 by v4 and p6 updates	Feb 22, 2016
gauss-mix-kurtosis.ipynb		gauss-mix-kurtosis.ipynb	nb/gauss-mix-kurtosis.ipynb: Demo plotqq() for non-Gaussian	Jun 3, 2017
holt-winters-equations.png		holt-winters-equations.png	Force add nb/holt-winters-equations.png to show notation.	Nov 11, 2014
prtf-boltzmann-1.ipynb		prtf-boltzmann-1.ipynb	nb/prtf-boltzmann-1.ipynb: First release	Jul 9, 2017
prtf-boltzmann-2.ipynb		prtf-boltzmann-2.ipynb	nb/prtf-boltzmann-2.ipynb: First release	Jul 21, 2017
prtf-markowitz.gif		prtf-markowitz.gif	Add nb/prtf-markowitz.gif, Efficient frontier image	Jun 26, 2017
qdl-COTR-positions.ipynb		qdl-COTR-positions.ipynb	qdl-COTR-positions.ipynb: Fix issue #2 by v4 and p6 updates	Jan 25, 2016
qdl-libor-fed-funds.ipynb		qdl-libor-fed-funds.ipynb	Huge revision: qdl-libor-fed-funds.ipynb Fed rate hikes	Dec 25, 2016
qdl-spx-earn-div.ipynb		qdl-spx-earn-div.ipynb	qdl-spx-earn-div.ipynb: remedy for issue #3 Math Processing Error	Mar 31, 2016
qdl-xau-contango.ipynb		qdl-xau-contango.ipynb	qdl-xau-contango.ipynb: Solve #2 by v5 & p6.16.0428 upgrades	Dec 5, 2016
qdl-xbt-bitcoin.ipynb		qdl-xbt-bitcoin.ipynb	qdl-xbt-bitcoin.ipynb: include XBTCNY analysis	Feb 21, 2017
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