detect-fed-unamortized-discount-pattern
CommunityQuantify WUDSHO shape with crosschecks.
Finance & Accounting#cross-validation#WUDSHO#shape-matching#DTW#FRED#financial-stress#baseline-windows
Authorfatfingererr
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Analysts often interpret WUDSHO movements as risk signals without quantifying their similarity to historical crisis patterns. This Skill provides a formal, shape-based comparison against established crisis windows and cross-validates with multiple stress indicators to reduce false positives.
Core Features & Use Cases
- Shape-based pattern matching using correlation, DTW, and shape feature similarity.
- Cross-validation with credit spreads, VIX, yield curve, and Fed balance sheet to confirm true stress signals.
- Historical baseline windows (COVID_2020, GFC_2008, TAPER_2013, RATE_HIKE_2022) for contextual analysis.
- Output: a structured JSON report with best match, stress details, composite risk score, and interpretation.
Quick Start
Run the quick analysis with the default settings to compare the latest WUDSHO window against the COVID_2020 baseline and generate a JSON report.
- Command: python scripts/pattern_detector.py --quick
- Output: output/pattern_analysis_YYYY-MM-DD.json
Dependency Matrix
Required Modules
numpypandasrequestsscipymatplotlibfastdtw
Components
scriptsreferences
💻 Claude Code Installation
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Please help me install this Skill: Name: detect-fed-unamortized-discount-pattern Download link: https://github.com/fatfingererr/macro-skills/archive/main.zip#detect-fed-unamortized-discount-pattern Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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