What is WUDSHO in Federal Reserve accounting?

WUDSHO stands for Unamortized Discounts on securities held by the Federal Reserve. It tracks the difference between the purchase price and face value of bonds, which can fluctuate based on interest rate environments and market stress.

Can I visualize the pattern matching results?

Yes, the skill includes a dedicated visualization script that generates Bloomberg-style charts, including normalized shape comparisons and stress indicator heatmaps.

How does this skill distinguish between interest rate shifts and actual crises?

The skill employs a cross-validation logic where shape similarity must be backed by a 'stress_confirmation_score' from independent indicators like credit spreads and equity volatility to be considered high risk.

What data sources does this skill use?

It primarily uses public weekly data from the Federal Reserve Economic Data (FRED) database, including the WUDSHO series and various liquidity and volatility proxies.

Fed Unamortized Discount Pattern Detector

Name: Fed Unamortized Discount Pattern Detector
Author: fatfingererr

byfatfingererr

0•

Data Science & ML

Analyzes Federal Reserve unamortized discount trends to identify similarities with historical financial crises using multi-indicator cross-validation.

This skill enables Claude to perform quantitative macro-financial analysis by comparing current Federal Reserve unamortized discount (WUDSHO) patterns against historical crisis benchmarks like the 2020 COVID crash. It moves beyond simple visual analogies by utilizing correlation analysis, Dynamic Time Warping (DTW), and shape feature extraction, then cross-references these findings with real-time stress indicators like credit spreads and market volatility. This tool is essential for analysts who need to distinguish between routine accounting effects and genuine systemic financial pressure while maintaining a rigorous, falsifiable analytical framework through automated FRED data integration.

Key Features

01Multi-indicator stress validation against credit spreads and market volatility

02Advanced pattern matching using Correlation and Dynamic Time Warping (DTW)

03Falsification-first analysis framework to minimize false-positive crisis alerts

04Automated FRED data integration for real-time WUDSHO and macro series fetching

050 GitHub stars

06Bloomberg-style visual dashboard generation for risk assessment

Use Cases

01Quantitative historical comparison of Federal Reserve balance sheet movements

02Developing early warning systems for systemic financial stress monitoring

03Automating macro-financial research reports and data visualization

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add fatfingererr/macro-skills detect-fed-unamortized-discount-pattern

For use in Claude.ai and ChatGPT

Download Skill