Financial Analysis x402 offerings

Purpose-bound Mollie observation (payment) using the existing fresh Stack-Monitor. Returns stack_mollie_decision, direct versus inferred status, evidence, optional version difference against a caller…

Factors a matrix into rank-k left and right factors with their singular values, optionally centering the columns first, and states what the compression actually cost: the Frobenius reconstruction error against the input and the fraction of spectral energy retained. The full spectrum comes back too, so a caller can pick a different k without a second call. With centering enabled this is principal component analysis, and the column means are returned as part of the model.

Returns the outstanding cross-border positions of banks located in a reporting country against counterparties in another, from the BIS locational banking statistics, split into claims and liabilities and never netted silently. The separation matters: a jurisdiction showing large claims and large liabilities is intermediating, not lending, and reporting only a net figure hides the gross exposure that actually fails in a crisis.

Returns harmonised consumer price inflation for several countries over a period, taken entirely from the European harmonised index so the numbers are actually comparable. That constraint is the product: national consumer price indices use different baskets, treat owner-occupied housing differently and rest on different base years, so placing them side by side produces a comparison that looks valid because everything is expressed in percent and is not.

Applies the standard affine propagation of uncertainty: the mean goes through the transform and offset, the covariance through the transform on both sides, and the independent noise covariance is added. This is the prediction step of a Kalman filter and the workhorse of any linear error budget.

Computes the full eigendecomposition of a real symmetric operator and reports the signed eigenvalues, the orthonormal eigenvectors, and the inertia — how many eigenvalues are positive, negative and indistinguishable from zero at the stated tolerance. Two residuals are returned as evidence rather than as reassurance: how far the decomposition is from reproducing the input, and how far the eigenvectors are from being orthonormal.

Reports the credit-to-GDP gap for a country, which is the deviation of the credit ratio from its long-run trend and the quantity the Basel framework uses to trigger the countercyclical capital buffer…

Produces the two transforms a stochastic model normally needs from a covariance: the whitening matrix that maps correlated data to unit-variance uncorrelated data, and the coloring matrix that goes back the other way. Both are returned so the round trip is available without a second call.

Solves a bounded dense multi-output least-squares problem and returns the minimum-norm solution together with the diagnostics that say whether it can be trusted: numerical rank, the full singular value spectrum, the rank threshold actually applied, the residual, and the effective condition number. A rank-deficient system still gets an answer here, but it gets one that announces its own deficiency instead of a plausible vector with no warning attached.

Reports the credit-to-GDP gap for a country, which is the deviation of the credit ratio from its long-run trend and the quantity the Basel framework uses to trigger the countercyclical capital buffer. The thresholds applied are the regulatory ones — the buffer starts to build at a gap of two percentage points and is at maximum by ten — and they are returned with the result, because a phase judgement built on invented cut-offs is an opinion while one built on the supervisory thresholds can be…

StatEdge parlay analyzer — true probability vs implied probability and expected value for any parlay

StatEdge rest advantage — quantified rest days analysis with ATS historical context

Yield spread between investment-grade corporate bonds and equivalent Treasuries. Measures credit risk premium demanded by investors in high-quality corporate debt. Widens in stress, tightens in risk-on environments. Use for credit cycle analysis and risk appetite assessment. Daily frequency.

Share of the labor force actively looking for work. The headline unemployment rate from the BLS household survey. Use for labor market slack assessment, Phillips curve analysis, and recession identification. Monthly frequency, history back to 1948.

Short-term risk-free rate based on 3-month Treasury bills. Used as the short rate in the NY Fed recession probability model. Liquid, minimal credit risk. Key input for the 10Y-3M yield spread, which has the strongest historical recession prediction record. Daily frequency.

Federal funds effective rate minus CPI YoY inflation. Measures whether monetary policy is restrictive or accommodative in real terms. Negative real rates = loose policy (historically supports risk assets). Positive real rates = restrictive policy (historically pressures valuations). Pre-computed daily.

Broadest measure of U.S. consumer price inflation, covering all urban consumers. The headline number reported in major economic releases. Use for inflation trend analysis, YoY comparison, and historical regime identification. Monthly frequency from 1947, includes MoM and YoY derived metrics.

Broad U.S. money supply including cash, checking, savings, and money market accounts. Monitored for inflation signals and monetary transmission analysis. Rapid M2 growth preceded the 2021-2023 inflation surge. Monthly frequency with full derived metrics and history back to 1959.

Ultra-long U.S. government bond yield representing 30-year borrowing costs. Most sensitive to long-run inflation expectations and fiscal concerns. Used for duration analysis and pension/insurance liability matching. Daily frequency.

Total U.S. employment excluding farm workers — the broadest monthly labor market measure. Reported on the first Friday of each month (jobs report). Monthly changes drive major market moves. Use for labor market trend analysis, cycle identification, and Fed reaction function modeling. Monthly frequency.

Federal Reserve index of real output from manufacturing, mining, and utilities. Covers roughly 15% of GDP but is highly cyclical and leads broader economic turns. Use for industrial recession detection and goods sector analysis. Monthly frequency.

Average of Chicago Fed NFCI and St. Louis Fed Financial Stress Index, normalized to a common scale. Positive = tighter/more stressed than average, negative = looser/less stressed. Combines two complementary stress measures into a single composite signal. Pre-computed weekly.

Workers receiving ongoing unemployment benefits — a measure of how long the unemployed stay out of work. Lags initial claims by one week but confirms whether job loss is persistent. Use alongside initial claims for a complete unemployment picture. Weekly frequency.

Fed measure of output from manufacturing, mining, and utilities as a percentage of capacity. Below 80% signals slack; above 85% signals potential inflation pressure. Use for industrial cycle analysis, capacity investment timing, and inflation risk assessment. Monthly frequency.