Markets & Macro
Market indices, commodities, macro indicators, drawdown analysis, and economic surprise tracking.
Loading markets...
About markets & macro data
The Markets & Macro page brings together global equity indices, commodities, and US macro indicators from FRED, alongside drawdown analysis and an economic-surprise index that flags data releases running well above or below their trailing averages.
- Which markets and indicators are covered?
- Coverage includes major equity indices (FTSE 100, S&P 500, MSCI World), commodities (gold, silver, crude oil, copper, natural gas, platinum), and macro series from FRED such as policy rates, CPI, PMI, unemployment, and the yield curve.
- What is the economic-surprise index?
- It compares each macro release to its own trailing average and expresses the gap as a z-score. Large positive values mean data is coming in well above recent trend; large negative values mean well below — a proxy for whether the economy is beating or missing expectations.
- What does the drawdown analysis show?
- Drawdown measures the peak-to-trough decline of an asset. The catalogue lists every drawdown greater than 5%, its depth, duration, and how long recovery took — useful for gauging downside risk.