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Examining Liquidity and Market Trends: A Reverse Repo and S&P 500 Analysis

1 点作者 dataviz1000大约 2 个月前
I examined the correlation between the Federal Reserve&#x27;s Reverse Repo Operations which held as much as $2,300,000,000,000 in cash overnight for a small handful of institutions and, on the other hand, the S&amp;P 500 index.<p>Correlation does not mean causation. Nonetheless, we can&#x27;t rule out that the handful institutions put $2,300,000,000,000 in cash into the Reverse Repo Operations before slowly placing it in the S&amp;P 500, except for when the bond and treasury markets gave favorable interest rates.<p>I believe that the two entities likely had a coincidence that either strongly moved together or in opposite direction for months at a time and these charts likely are meaningless. I would love to get some feedback and recommendations how to improve this analysis.<p>https:&#x2F;&#x2F;github.com&#x2F;adam-s&#x2F;reverse_repo_corr&#x2F;blob&#x2F;main&#x2F;reverse.ipynb

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