About Dedicated Finance

A weekly macro regime dashboard built on public data and independent analysis.

What This Is

Dedicated Finance is a macro regime detector. It answers three questions clearly and quickly: is liquidity expanding or contracting, is risk appetite rising or falling, and is the real economy strengthening or weakening.

The dashboard tracks 55 indicators across liquidity, global markets, bonds and credit, real economy activity, and speculative positioning. Each metric is contextualised with a Z-score relative to its 3-year history, a 4-week rate of change, and a 52-week range position — so you can see not just where things are, but how unusual the current reading is.

AI-generated commentary provides a weekly regime narrative and per-chart context. The regime bar summarises the three core questions with rule-based logic. No predictions. No investment recommendations.

Who Built This

Dedicated Finance is created and maintained by an independent data professional with 25+ years of experience in financial analytics, credit risk modelling, and data engineering for UK financial institutions.

This project applies institutional-grade data standards to public macro analysis — combining professional rigour with an independent perspective and no conflicts of interest.

No exchange affiliations. No pressure to generate trading signals. Freedom to focus on data quality and analytical integrity over quarterly metrics.

Data Sources & Update Frequency

All data is sourced from public APIs and official publications — FRED, CFTC, and market data providers. The full pipeline refreshes every week. The table below shows the update frequency and typical data lag for each category.

ISM PMI data is updated manually each month on release day. All other series refresh automatically as part of the weekend pipeline.

Methodology

The regime bar logic is rule-based and deterministic — not AI-driven. Each of the three regime dimensions is calculated from a weighted average of Z-scores across the relevant metrics. A Z-score above +0.5 signals expansion/risk-on/strengthening; below -0.5 signals contraction/risk-off/weakening; within ±0.5 is neutral.

Z-scores are calculated over a rolling 3-year window, normalising each metric to its own recent history. This allows meaningful comparison across unrelated series — a yield curve spread and an equity index assessed on the same scale.

Design Principles