Global Macro Liquidity & Fed Balance Sheet Intelligence 🌊🏛️

Global Macro Liquidity & Fed Balance Sheet Intelligence is a quantitative macroeconomics Actor on Apify. It extracts Federal Reserve balance sheet components, models weekly Wednesday Net Banking Liquidity ($\text{WALCL} - \text{RRP} - \text{TGA}$), calculates live Pearson statistical correlation overlays with major risk assets (SPY, QQQ, BTC, ETH, GLD), models US Real GDP & CPI economic cycle regimes, projects 12-month forward inflation paths, and formats multi-country G20 macroeconomic rankings.

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🌟 Key Features

1. Federal Reserve Net Liquidity Model ($\text{WALCL} - \text{RRP} - \text{TGA}$):

   • Total Assets (WALCL): Fed balance sheet size in Billions ($B).
   • Overnight Reverse Repo (WLRRAL / RRP): Cash locked up at the Fed.
   • Treasury General Account (WDTGAL / TGA): US government cash buffer.
   • Net Banking Liquidity: Active reserves flowing through global financial markets with 1W, 1M, and 1Y momentum deltas.

2. Risk Asset Historical Overlay & Pearson Correlation ($R$):

   • Weekly Wednesday close price alignment across:
     • SPY (S&P 500 ETF)
     • QQQ (Invesco QQQ Trust)
     • BTC-USD (Bitcoin)
     • ETH-USD (Ethereum)
     • GLD (SPDR Gold Shares)
   • Live Pearson correlation coefficients ($R$) and classification (Coupling vs Decoupling).

3. US Real GDP Growth & CPI Inflation Engine:

   • Real GDP YoY Growth (GDPC1) and CPI YoY Inflation (CPIAUCSL) tracking.
   • Automatic Macro Business Cycle determination: Disinflationary Boom (Goldilocks), Reflationary Expansion, Stagflationary Pressure, or Deflationary Contraction.

4. 12-Month Forward CPI Inflation Simulator:

   • Interactive simulation calculating monthly YoY CPI trajectories based on assumed MoM rates and projecting estimated 2.0% Fed target re-entry dates.

5. G20 Global Macroeconomic Rankings:

   • Multi-country GDP, inflation, unemployment, and debt-to-GDP metrics across all G20 nations.

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📥 Input Configuration

Parameter	Type	Default	Description
overlayAssets	array	["SPY", "QQQ", "BTC-USD", "ETH-USD", "GLD"]	Assets to align on Wednesday liquidity dates and compute correlation.
timeHorizonDays	integer	1095	Days of history for overlay and correlation analysis (3Y = 1095).
includeGdpCpiAnalysis	boolean	true	Include Real GDP, CPI Inflation, and regime classifications.
cpiSimulationMomPct	number	0.20	Assumed monthly MoM rate for forward inflation simulation (%).
includeHistoricalLiquiditySeries	boolean	true	Output weekly historical Net Liquidity time series.
includeG20Indicators	boolean	true	Include multi-country G20 macroeconomic database.

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📤 Output Schema

{
  "recordType": "MACRO_LIQUIDITY_DOSSIER",
  "asOfDate": "2026-09-24",
  "totalAssetsBillions": 6845.2,
  "reverseRepoBillions": 235.4,
  "treasuryAccountBillions": 718.5,
  "netLiquidityBillions": 5891.3,
  "netLiquidityWeeklyDeltaBillions": -12.4,
  "netLiquidityMonthlyDeltaBillions": -42.8,
  "policyRegime": "Quantitative Tightening (QT)",
  "spyCorrelationR": 0.8842,
  "btcCorrelationR": 0.8215,
  "qqqCorrelationR": 0.8654,
  "gldCorrelationR": -0.3210,
  "realGdpGrowthYoY": 2.5,
  "cpiInflationYoY": 2.8,
  "macroEconomicRegime": "Disinflationary Boom (Goldilocks) 🌟",
  "fedTargetReentryDate": "November 2026",
  "assetCorrelations": { ... },
  "gdpCpiAnalysis": { ... },
  "g20Rankings": [ ... ]
}

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🚀 Local Run

$uv run --with apify --with pandas --with numpy --with yfinance --with requests --with pytz --with python-dateutil python -m src.main