clear all
close all
clc

set(0,'DefaultTextFontSize',12);
set(0,'DefaultAxesFontSize',12);
set(0,'DefaultLineLineWidth',2);
set(0,'DefaultLineMarkerSize',12);

block=urlread('https://fred.stlouisfed.org/data/M2SL.txt');
readData=textscan(block, '%s %s');
X01=readData{1,1};
Y0=readData{1,2};
X=datenum(X01(end-12*15:end));
Y=str2double(Y0(end-12*15:end));
figure(length(findobj('type','figure'))+1)
plot(X(2:end),100*(Y(2:end)./Y(1:end-1)-1),'b',X(2:end), movmean(100*(Y(2:end)./Y(1:end-1)-1),[11 0]),'m')
ylabel('M2 Monthly Variation [%]')
datetick('x',10)
grid on

%%
block=urlread('https://fred.stlouisfed.org/data/DGS10.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-15*260:end));
Y=str2double(Y0(end-15*260:end));
figure(length(findobj('type','figure'))+1)
plot(X,Y,'b')
hold on
datetick('x',10)
X_10Y=X;
Y_10Y=Y;
clear X0 Y0 X Y 
grid on
ylabel('10 Year T-Bond Yield')

%%
block=urlread('https://fred.stlouisfed.org/data/CPIAUCSL.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-15*12:end));
Y=str2double(Y0(end-15*12:end));
Y_CPI_YoY=100*((Y(1+12:end)./Y(1:end-12))-1);

%%
figure(length(findobj('type','figure'))+1)
hold on
plot(X(2:end),100*((Y(2:end)./Y(1:end-1)).^12-1),'m')
datetick('x',10)
X_CPIm=X;
Y_CPIm=100*((Y(2:end)./Y(1:end-1)).^12-1);
mean(Y_CPIm)
clear X0 Y0 X Y 
grid on

Y_10Ym=interp1(X_10Y,Y_10Y,X_CPIm,'v5cubic');
Yieal_10Y_real=-Y_CPIm+Y_10Ym(2:end);

hold on
plot(X_CPIm(2:end),Yieal_10Y_real,'k')
%legend('CPI [%]','PPI [%]','Real 10Y Yield [%]')
legend('Annualized Monthly Inflation [%]','Real 10Y Yield [%]')
datetick('x',10)
clear X0 Y0 X Y 
grid on

median_cpi=median(Y_CPIm)
median_real_yield=median(Yieal_10Y_real,'omitnan')
yield_10Y_avg_trgt=median_cpi+median_real_yield

%%
block=urlread('https://fred.stlouisfed.org/data/INDPRO.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-15*12:end));
Y=str2double(Y0(end-15*12:end));
figure(length(findobj('type','figure'))+1)
hold on
plot(X,Y,'b')
X_prod=X;
Y_prod=Y;
ylabel('Industrial Production [-]')
datetick('x',10)
clear X0 Y0 X Y 
grid on

%%
block=urlread('https://fred.stlouisfed.org/data/PCE.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-12*50:end));
Y=str2double(Y0(end-12*50:end));
Y_PCE=Y;
X_PCE=X;
Ydd=0;
for i0=2:length(Y)
    Ydd=[Ydd; Y(i0)/max(Y(1:i0))-1];
end

figure(length(findobj('type','figure'))+1)
hold on
plot(X,Ydd,'g')
ylabel('Personal Consumption Drawdown')
datetick('x',10)
clear X0 Y0 X Y 
grid on

%%
block=urlread('https://fred.stlouisfed.org/data/AMTUNO.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-12*30:end));
Y=str2double(Y0(end-12*30:end));

figure(length(findobj('type','figure'))+1)
hold on
plot(X,Y,'b')
ylabel('Manufacturing Unfilled New Orders')
datetick('x',10)
clear X0 Y0 X Y 
grid on

%%
block=urlread('https://fred.stlouisfed.org/data/RETAILIRSA.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-12*20:end));
Y=str2double(Y0(end-12*20:end));

figure(length(findobj('type','figure'))+1)
hold on
plot(X,Y,'b')
ylabel('Inventories to Sale Ratio')
datetick('x',10)
clear X0 Y0 X Y 
grid on

%%
block=urlread('https://fred.stlouisfed.org/data/DSPI.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-15*12:end));
Y=str2double(Y0(end-15*12:end));
%%
X_DSPI=X;
Y_DSPI=100*((Y(1+12:end)./Y(1:end-12))-1);
%Y_DSPI=100*((Y(2:end)./Y(1:end-1)).^12-1);

figure(length(findobj('type','figure'))+1)
hold on
plot(X(1+12:end),Y_DSPI,'m',X(1+12:end),Y_CPI_YoY,'k')
datetick('x',10)
%ylabel('Annualized Disposable Income Variation [%]')
legend('Disposable Income YoY [%]','CPI YoY [%]')
grid on
ylim([-25 25])
AVG_Annualized_Disposable_Income=median(100*((Y(2:end)./Y(1:end-1)).^12-1))
clear X0 Y0 X Y 

%%
webpage=urlread('https://www.multpl.com/s-p-500-pe-ratio');
str_current_val='S&P 500 PE Ratio</span>:</b>';
k_current_val = strfind(webpage,str_current_val);
PE_Current=str2num(webpage(k_current_val+length(str_current_val)+1:...
    k_current_val+length(str_current_val)+1+4));

PE_mean=17.48;
PE_std=10.53;
Relative_SP500_Valuation=PE_Current/PE_mean;

figure(length(findobj('type','figure'))+1)
bar(Relative_SP500_Valuation)               
set(gca,'XTick',[])
ylabel('PE SP500 Valuation [-]')
grid on
title(['Overvaluation: ' num2str((Relative_SP500_Valuation-1)*100,4) ' [%]'])

%%
block=urlread('https://fred.stlouisfed.org/data/PSAVERT.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X=datenum(X0(end-12*20:end));
Y=str2double(Y0(end-12*20:end));

figure(length(findobj('type','figure'))+1)
hold on
plot(X,Y,'b')
ylabel('Personal Saving Rate')
datetick('x',10)
%clear X0 Y0 X Y 
grid on

%%
block=urlread('https://fred.stlouisfed.org/data/CCLACBW027SBOG.txt');
readData=textscan(block, '%s %s');
X0=readData{1,1};
Y0=readData{1,2};
X1=datenum(X0(end-52*10:end));
Y1=str2double(Y0(end-52*10:end));

Y=100*(Y1(2:end)./Y1(1:end-1)-1);
X=X1(2:end);

CreditCardSpendingVariation_YoY=100*((mean(Y/100)+1)^52-1)
figure(length(findobj('type','figure'))+1)
hold on
plot(X,Y,'b',X,movmean(Y,[51 0]),'m')
ylabel('Credit Cards and Other Revolving Plans WoW [%]')
datetick('x',10)
%clear X0 Y0 X Y 
grid on