All in One Page
Everyday all of us look at news, economic calendar, charts, historical data and so on... all these info are widely available for free but quite often scattered around the web. Many of the items we look at AGC everyday are now on display in a single page. We have also shared the MATLAB files that we use to retrieve data from the web give an overview of what is going on in the market.
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Economic Calendar
News are from the US market, high importance only. |
Federal Reserve Economic Data (FRED)
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Money Stock, M2, Seasonally Adjusted; link. Chart here.
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity; link. Chart here. Consumer Price Index for All Urban Consumers: All Items in U.S. City Average; link. Chart here. Industrial Production: Total Index; link. Chart here. Personal Consumption Expenditures; link. Chart here. Disposable Personal Income; link. Chart here. Personal Saving Rate; link. Chart here. Consumer Loans: Credit Cards and Other Revolving Plans, All Commercial Banks; link. Chart here. MATLAB FRED Data Tracking: 
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ETFs Charts
Typically charts are used to identify whether it is the right time to open option positions such as Iron Condors, Calendars, Diagonals and Vertical Spreads. Trends information are complemented with Implied Volatility ranks data.
Typically charts are used to identify whether it is the right time to open option positions such as Iron Condors, Calendars, Diagonals and Vertical Spreads. Trends information are complemented with Implied Volatility ranks data.
Implied Volatility Ranks Data
Data Link from Market Chameleon:
SPY (S&P) , DIA (Dow Jones Industrial Average), QQQ (Nasdaq 100), IWM (Russel 2000), GLD (Gold) and TLT (Long Term US Treasury Bonds).
MATLAB File:
It takes the historical IV data from Yahoo Finance and then it calculated the IV Percentile Rank.
Data Link from Market Chameleon:
SPY (S&P) , DIA (Dow Jones Industrial Average), QQQ (Nasdaq 100), IWM (Russel 2000), GLD (Gold) and TLT (Long Term US Treasury Bonds).
MATLAB File:
It takes the historical IV data from Yahoo Finance and then it calculated the IV Percentile Rank.
| percentaile_data_monitoring.m |
VIX Term Structure
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Cash Term Structures Historical Data:
VIX index dashboard; link. MATLAB code to retrieve the CBOE VIX data.
VIX Futures Historical Data:
We have on hands with daily update M1, M2, M4 and M7. Contact us if you would like to receive them. The other futures are up to date till March 2023; available upon request. | ||
Tracking US Indexes, ETFs and VIX | MATLAB Script
| spy_gld_ief_vix_monthly_performances.m |
| etfs_performance_tracker.m |