AI-powered FOMC decision tracker built for macro hedge fund research. Combines LLM analysis with rates data to generate real-time policy tone intelligence.
- Reads and analyzes official FOMC statements (2020–2025)
- Applies an AI LLM (OpenAI's GPT-4o) to score hawkishness/dovishness per meeting
- Extracts key macro topics (growth, inflation, labor market, financial stability)
- Aligns scores with real Fed Funds Rate movements
- Visualizes policy cycles and annotates pivotal shifts ("First Cut", "Pivot Signal", etc.)
- Macro regime changes often start with language shifts before markets move.
- Tracking FOMC tone + real rates helps predict policy pivots earlier.
- LLMs unlock insights at scale – enhancing discretionary macro investing.
- Python (pandas, matplotlib)
- OpenAI API (chat models for FOMC analysis)
- Data:
- Official FOMC Statements (2020–2025)
- Federal Funds Effective Rate (Monthly)
- Hawkishness Score Trends (Smoothed Analysis)
- Hawkishness vs Fed Funds Rate Overlay
- Policy Regime Shift Annotations
- Macro Topic Extraction (via Word Cloud)
This is the foundation of a full FOMC Decision Tracker Dashboard:
🧠 Bringing AI-powered macro understanding directly into hedge fund investment processes.
JO