bzhmacro.com

UK Elections

A ward-level electoral analysis pipeline and interactive dashboard covering UK General Elections (2015–2024) and local council elections (2016–2026). Built from roughly 8,000 wards across England, Scotland, and Wales, it combines ONS 2021 Census demographics, the Index of Multiple Deprivation, and multi-cycle vote share data to explain and project electoral outcomes at the most granular level available.

ward-level · ~8,000 wards KNN similarity census + IMD 7-bloc taxonomy static · Vercel Python pipeline

Vote-flow Sankey & editable transition matrix
Live polling tracker for the next GE
Local & General results explorer (2015–2026)
Ward similarity lookup powered by KNN
Choropleth demographic map
Fully browser-based, no server required

French Elections

french-elections.bzhmacro.com ↗

A voter-transition model and 2027 presidential forecast built from commune-level results across France's major national elections (2017–2024). The core is a transition probability matrix estimated by ecological inference — mapping how voters flow between political families across consecutive elections — combined with live Wikipedia poll data to project both rounds of the 2027 presidential election as a Sankey diagram.

~35,000 communes ecological inference 8 political families 2027 forecast data.gouv.fr static · Vercel

Live 2027 polling tracker (Wikipedia-sourced)
R1 → R2 Sankey vote-flow diagram
Transition matrix heatmap
Backtest panel (2017 & 2022 hindcasts)
Socio-electoral analysis: NMF archetypes, UMAP, spatial regressions
Interactive territorial k-NN map

TangoAlpha

tangoalpha.bzhmacro.com ↗

A decision-support toolkit for structuring and sizing directional macro trades across three instruments: EUR interest-rate swaptions, EUR yield-curve spread strategies, and EUR/USD spot options. For a given directional view and risk budget, each module recommends an appropriate option structure, overlays the market-implied risk-neutral density against the user's subjective distribution, computes carry and vol risk premium, and sizes the position. All modules run fully in the browser against historical data panels going back to 2017.

swaption cube · 2017–present Breeden-Litzenberger Bachelier / Garman-Kohlhagen fractional Kelly sizing browser-only

Three modules

Rates

EUR swaption trade structuring. Recommends outright, vertical, butterfly, calendar, or ratio-spread structures from a directional rate view. Overlays the implied density, vol risk premium surface, carry/rolldown heatmap, and magnet/gravity-point map.

FX

EUR/USD option strategy optimiser. Prices calls, puts, spreads, risk reversals, butterflies, and 1×2 ratios using Garman-Kohlhagen against a 5-point smile across seven tenors. Ranks structures by bang-for-buck, probability of profit, or combined score.

Curve

Yield-curve spread trades via swaption pairs. Structures DV01-neutral bull/bear steepeners and flatteners using Bachelier pricing, with a 2D scatter of the joint (short rate, spread) space, historical backtest, and vol-spline interpolation.

Shapiro ISMI

shapiro-ismi.bzhmacro.com ↗

A from-scratch replication of the Inflation Shock Momentum (ISM) index of Lansing & Shapiro (2026, FRBSF WP 2026-10), built from the cross-section of ~130 disaggregated PCE inflation categories. For each category a 120-month rolling AR(1) benchmark is fit to monthly inflation; a category has positive momentum when its last k residuals are all positive, and the index is the expenditure-weighted positive share (S⁺) minus the negative share (S⁻). A positive ISM signals broad upward inflation pressure, negative signals disinflation. The computed index correlates ~0.99 with the authors' published series.

~130 PCE categories rolling AR(1) residuals momentum runs S⁺ − S⁻ BEA + FRED ~0.99 author correlation static · Vercel

Interactive explorer over 27 parameter combos
Benchmark AR(1/3/12) & run-length k = 2/3/4
Weighting: extensive · size · stickiness
Live correlation vs the authors' published index
Overlay S⁺/S⁻ components & 12m PCE inflation
CSV download · in-sample, OOS LASSO & local-projection tests

UK Gilt Supply

uk-supply.bzhmacro.com ↗

A data pipeline, point-in-time forecasting engine and dashboard for the supply of UK government bonds — what has been issued, what was planned at any past moment, what is estimated to come, and the relative-value picture around it. Built entirely from public sources (DMO, HM Treasury, OBR, ONS, Bank of England), it stores remits and quarterly calendars as they stood at each announcement, so any historical as-of date reconstructs the remit in force, the issuance already done, and a pattern-based estimate of the residual programme.

issuance since 1981 point-in-time remits NSS curve fit weekly notional · DV01 DMO · OBR · ONS · BoE FastAPI · Vercel

As-of forecast slider: remit, done & residual by bucket
Forward timeline blending announced ops with estimates
Weekly supply & cashflow (issuance, QT, redemptions, coupons)
Interactive curve — yield/asset-swap × maturity/duration
Rich/cheap residuals & constant-maturity history
Auditable: source registry with per-file SHA-256 lineage