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Case Study - FedWatch Replication

Project Notes

Project Overview

Notebooks 📖

30-Day Fed Funds Futures Data from Databento
Replicating the CME FedWatch Tool

Pipeline Charts 📈

Chart List

Pipeline Dataframes 📊

Dataframe: finm-32800/case_study_fedwatch:fed_funds_futures - 30-Day Fed Funds Futures Daily Bars (Databento)

Categories

Fedwatch (1)
Futures (1)
Monetary Policy (1)

Tags

.md

Chart List

Chart List#

Chart: FedWatch: Next FOMC Meeting Probabilities

Market-implied probabilities of the next FOMC rate decision from 30-Day Fed Funds futures

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02. Replicating the CME FedWatch Tool

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Dataframe: finm-32800/case_study_fedwatch:fed_funds_futures - 30-Day Fed Funds Futures Daily Bars (Databento)

By Jeremiah Bejarano

© Copyright 2026, Jeremiah Bejarano.