This Python script is used to generate all the revealing charts for my latest SeekingAlpha article: "Tapering: The Fed Means It". Using it, I was able to show that the Fed is shorting duration of its Treasury portfolio and that suggested the Fed in itself is anticipating the "tapering".
The code is shared on Cloud9 website, which is an on-line Python IDE. Register a free account and you can view the code by following this link. On the website you can chat with me and I can grant you write permission and you can tweak the code and run it. All online and hassle-free.
For first time users, I'd suggest you scroll to the bottom of the code, where you can find the entry to the script. Putting all technical details aside, at the bottom of the code you will find two dates are used as the parameters --- the start date and the end date. This tells the script the time window you are interested in and the script will download data from Fed's website and run the numbers for you. I've already put in some dates that I was interested for the sake of my article. Maybe as a first step, you can tweak the dates and see whether it produces different results, meaning whether there is a change of Fed's behavior over a different time window.
For experienced users, it's easy to modify the code if you have better ways to slice and dice the POMO data. I'd like to ask you sharing your ideas and findings with me. It will help me and others better understand the financial market. And that's the purpose of sharing my code.
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