Macro market regime
get_macro_regimeUse this when you want one slow-moving macro regime flag (risk_on / neutral / risk_off) with its transparent inputs: yield curve, financial conditions, financial stress, unemployment trigger and jobless-claims trend. Free. License: cleared_with_attribution. Attribution required: Federal Reserve Board (H.15), Federal Reserve Bank of Chicago (NFCI), Federal Reserve Bank of St. Louis (STLFSI4), U.S. Bureau of Labor Statistics (UNRATE), U.S. Department of Labor (ICSA); retrieved from FRED, Federal Reserve Bank of St. Louis.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||