Project Overview#
Case Study - FedWatch Replication#
This case study replicates the simplest case of the CME FedWatch tool: the market-implied probability of the next FOMC rate decision, backed out of 30-Day Fed Funds futures (ZQ) prices pulled from Databento. Two teaching notebooks walk through the futures data and the probability math, and the pipeline renders a FedWatch-style chart of the latest forecast.
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Project Details