seiche
Funding stress early warning for US money markets from free public data (Fed H.4.1, NY Fed ops, OFR repo, Treasury cash), with an honest backtest.
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What it can do
- Funding Stress Now: The live money-market funding-stress reading: a 0-100 composite index, the regime (CALM/EROSION/STRAIN/STRESS), per-component decomposition, the market-stress 'Tell', and any data
- Funding Stress Forecast: Forward odds of a funding-stress event over the next 5/10/21 business days from six independent views: three P(event) models (term-structure, first-passage physics, ML) and th
- Historical Analogs: The historical days most similar to today's funding conditions, and how often those analogs led to a stress event — plus a novelty flag for whether today has any close precedent. U
What data it sees
Do you need an account
No: the server works without sign-in
Funding stress early warning for US money markets from free public data (Fed H.4.1, NY Fed ops, OFR repo, Treasury cash), with an honest backtest.
Server tool list (10)
Raw names from tools/list. Only developers need these.
| funding_stress_now | The live money-market funding-stress reading: a 0-100 composite index, the regime (CALM/EROSION/STRAIN/STRESS), per-component decomposition, the market-stress 'Tell', and any data faults. Ask this whenever an analysis touches US dollar funding, repo, reserves, the Fed's balance sheet, or liquidity conditions. |
| funding_stress_forecast | Forward odds of a funding-stress event over the next 5/10/21 business days from six independent views: three P(event) models (term-structure, first-passage physics, ML) and three stochastic scenarios on the index (regime-transition Markov, OU+jump analytic marginal, Monte Carlo path fan). Agreement is the signal. Use for forward-looking liquidity-risk questions. Subscriber tool. |
| historical_analogs | The historical days most similar to today's funding conditions, and how often those analogs led to a stress event — plus a novelty flag for whether today has any close precedent. Use to ground a 'what usually happens from here' question in real history. |
| replay_asof | Reconstruct the entire funding-stress board as it read on a historical date, point-in-time with no lookahead. Use to test whether Seiche would have flagged a past liquidity episode, or to align a backtest with what was knowable then. Subscriber tool (the Time Machine). |
| proof_backtest | The backtest scoreboard, stated honestly: recall and precision with 95% confidence intervals over labelled funding events, an orthogonal robustness test, every named episode (hits and misses), and the caveats. Use to judge how much to trust the readings. |
| data_health | Freshness, provenance, and fault status for every underlying series (FRED, NY Fed, OFR, Treasury). Call this to confirm the board is current before relying on a reading. |
| crypto_stress_record | Labelled crypto stress episodes (Black Thursday 2020, Terra, FTX, the SVB/USDC weekend, the Oct-2025 liquidation cascade, the Ethena unwind) replayed point-in-time against the dollar-funding board. External wrecks show transmission; crypto-native wrecks show the board correctly staying quiet. Use for any 'does TradFi funding stress reach crypto' question, grounded in the record. |
| positioning_book | The stance (risk_on / risk_off / neutral) and positions implied by the stress read, with walk-forward Sharpe and the live as-published record. Not investment advice. Subscriber tool. |
| desk_brief | The full human-readable desk brief for today as markdown — the narrative summary of the whole board. Good when you want prose to quote or summarise rather than structured fields. Subscriber tool. |
| ask_desk | Ask a natural-language question answered strictly from the live board, with the grounding cited. Requires an LLM endpoint configured on the server. Subscriber tool. |