Mapping market stress to yield curve regimes using FRED data — co-occurrence structure, stress behavior, and current macro positioning.

Market-implied default risk and CDS intuition from corporate bond spreads using FRED data.

Your daily 10-minute options trading check-in. Reads your spreadsheet, checks VIX, reviews positions, suggests trades. Be the casino, not the gambler.

Institutional-grade early warning system for systemic deleveraging events

Local Python tools for analyzing Schwab portfolio CSV exports, including day change aggregation, call spread filtering, uncovered short put analysis, and IV crush estimates