Live market dashboards

Today's biggest movers in the US Large Caps — the top 5 gainers and top 5 losers by percentage change.

A week calendar of market events — Earnings (reconciled Yahoo Finance + Investing.com) and Dividends (massive.com) today, with Economic (US + EU), IPO and Revenue tabs rolling out. A week strip shows per-category counts per day; click any day and switch tabs to see the schedule, and use the calendar icon to jump to any date.

Net number of stocks advancing versus declining on the NYSE. If the US Large Caps is up but the A/D line is flat or falling, the rally is "thin" — driven by a handful of mega-caps like NVDA or AAPL rather than broad participation.

Total return of five key US equity indices — RSP (Equal-Weighted S&P 500), SPY (Market Cap-Weighted S&P 500), QQQM (Nasdaq 100), SOXX (Semiconductors) and IWM (Russell 2000) — over the window you pick with the period dropdown or calendar. Puts broad-market breadth (RSP vs. SPY) next to mega-cap growth, the semiconductor cycle and small caps.

Daily performance of all 11 US Large Caps sectors (XLK, XLF, XLE, XLV, etc.).

Each ticker's change in average daily trading volume over the window you pick versus the prior equal period — a quick read on where activity is picking up or fading. Defaults to the 11 US sector ETFs; search to add any ticker.

10Y — 10-Year Treasury yield (WSJ close). HY OAS — ICE BofA US High Yield option-adjusted spread (FRED: BAMLH0A0HYM2). IG OAS — ICE BofA US Investment Grade option-adjusted spread (FRED: BAMLC0A0CM). Bars show each series’ change over the window you pick, in basis points, with its current level labeled.

Daily CBOE options put/call ratios — Total, Equity, and Index — over the window you pick. The put/call ratio is total put volume divided by total call volume; readings above the dashed 1.0 line mean more puts are trading (hedging or bearish positioning), while readings below mean calls dominate. The Equity ratio is the classic retail-sentiment gauge; the Index ratio reflects institutional hedging. Sourced from CBOE's daily market statistics.

The 10-year Treasury yield is the "gravity" for all other assets. When yields spike, growth/tech stocks typically suffer as the discount rate for future earnings rises. Watch for moves above key psychological levels.

The 10-year minus 2-year (and 10-year minus 3-month) Treasury spread — the classic recession bellwether. When the line falls below zero the curve is "inverted": short rates exceed long rates, which has preceded every U.S. recession in the modern era. The steepening back above zero (a "bull steepener") often marks the approach of rate cuts.

The full term structure of Treasury yields (3-month through 30-year) as it stands today, versus one month and one year ago. The shape of the curve — upward-sloping, flat, or inverted — summarizes the market’s combined view of growth, inflation, and Fed policy at every horizon.

The Treasury yield curve (3-month through 30-year) as it stands today, overlaid on the curve one month and one full year ago. Sourced from the WSJ/MarketWatch TMUBMUSD close yields. Comparing the whole term structure year-over-year shows how the market has repriced growth, inflation, and Fed policy across every maturity — a front-end that has fallen while the long end holds is the signature of an easing cycle.

How each Treasury tenor’s yield has moved — versus yesterday, a week ago, a month ago, and a year ago — in basis points. Rising yields are shown in red, falling in green. A quick read on which part of the curve is driving the move (front-end = Fed repricing, long-end = growth/inflation/term-premium) and over what horizon.

ICE BofA option-adjusted spreads (OAS) for U.S. High Yield and Investment Grade corporate bonds, in basis points over Treasuries. Credit spreads are the market’s real-time price of default risk: they compress in calm, risk-on regimes and blow out fast when financial conditions tighten — often leading equity drawdowns.

Market-implied inflation expectations from TIPS: the 5-year and 10-year breakeven rates plus the 5-year, 5-year forward — the Fed’s preferred gauge of long-run inflation expectations. Breakevens are the difference between nominal and real (inflation-protected) yields; watch the 5y5y forward as the anchor for whether inflation expectations stay "well-anchored."

The 10-year nominal Treasury yield decomposed into its real (10-year TIPS) yield and the implied inflation breakeven. Real yields are the true cost of capital and the dominant driver of valuations for long-duration assets (tech, gold, growth). A rising nominal yield driven by real rates is a very different signal than one driven by inflation expectations.

The anchor the entire curve prices off: the Fed Funds target (upper bound), the effective Fed Funds rate, and SOFR (the secured overnight funding benchmark). SOFR drifting above the target range is an early sign of funding stress in the plumbing of the financial system.

Any currency pair we stream, as candlesticks, a line or an area, with technical indicators layered on: Bollinger Bands, SMA 20/50/200, EMA 20/50, RSI and MACD. Drag to pan, scroll or pinch to zoom, and hover for an OHLC readout. Choose a candle size from 1 minute up to 1 day — intraday sizes aggregate the raw 1-minute OANDA bars, while the daily view reaches back to 2000 — and overlay a second pair to compare two crosses.

Dollar Index (DXY), G10 currency strength, and pairwise FX correlations in one view. Toggle between the three perspectives to track USD strength, carry-trade flows, and currency pair relationships.

Top 500 stocks by market cap, constructed from value-weighted returns compounded from 1990, showing major market cycles and inflection points.

Quarterly year-over-year EPS growth for any company or SIC sector, bridged into its four drivers — revenue, operating margin, tax/interest, and share count (buybacks). Every reported figure links to its source 10-Q/10-K.

Left: percentage of total market cap and earnings from the top 10 companies. Right: aggregate trailing P/E for top 10 vs. remaining 490.

Performance indexed to 100 from 2021, year-over-year earnings growth (Mag 7 vs S&P 493), and annual return dispersion across the seven stocks.

S&P 500 (SPY) calendar-year price returns with maximum intra-year drawdowns since 1993. Despite regular double-digit intra-year drops, annual returns were positive in the large majority of years.

Size x Style matrix: 10-year annualized, 2025, since-peak, and since-low returns plus P/E metrics for Large/Mid/Small x Value/Blend/Growth.

Daily Fama-French factor returns (Mkt-RF, SMB, HML, RMW, CMA, UMD) built from ETF proxies, a per-ticker attribution view decomposing any stock or ETF’s daily move into factor contributions, and cross-sectional factor regressions of market-cap portfolios.

Growth of $100 in the S&P 500 under four scenarios: all days, missing the 10 worst days, missing the 10 best days, and missing both.

Search for a stock and see its correlations with all other equities over a chosen time period. Sorted from most negative to most positive — find diversifiers, hedges, and closely-related names at a glance.

ISM Purchasing Managers' Index for manufacturing and services. Readings above 50 indicate expansion, below 50 indicate contraction.

Target policy rates and market-implied forward rates for the Fed, BoE, BoJ, and ECB from 2019 to 2028.

Distinct exchange-listed U.S. operating companies at each year-end, 1990 to today (company grain — dual-class share classes count once; OTC excluded). Updated daily.

Commercial and industrial bank loans compared to total nonfinancial corporate debt outstanding, highlighting the shift toward capital markets financing.

Recent open-market insider purchases (SEC Form 4 filings) by corporate officers and directors. Large purchases are highlighted — when executives buy their own stock with personal money, it often signals confidence in the company's future.

Summary statistics of our identifier universe — companies, securities, and linkage coverage across our historical database.

Verification examples showing identifier resolution for well-known companies across different share classes and corporate actions.

Streaming data gap analysis across all FX candle tables and equities candle tables in Postgres. Shows gap duration, frequency, and severity by table — weekends excluded.