Treasury Yield Tracker

1. Description of the Project

The Treasury Yield Tracker is a Streamlit web application that allows users to visualize historical Treasury yield data using the FRED (Federal Reserve Economic Data) API.

The project automates:

• Downloading and aggregating market interest rates (3M, 5Y, 10Y, 30Y)
• Displaying clean, interactive charts using Altair
• Providing a business-friendly view with monthly data sampled at the last available business day of each month since 2022
• Optional integration with an LLM agent to ask natural language questions about the data

Key Features

• Clean and responsive Streamlit UI
• Interactive radio filter for yield term selection
• Sidebar table with latest month-end yield values
• Automatic detection of most recent FRED update
• LangChain + OpenAI-powered chat for data exploration

2. Demo App

Please visit the Streamlit web app (https://treasurytracker.streamlit.app/) to see the implementation.

3. Codes

Here is the Python code used for the Streamlit web app.
Here is the Jupyter Notebook that can run the code.

4. Author

Dan Kim

• @LinkedIn
• dan.kim.actuary@gmail.com (feel free to reach out with questions or comments)

5. Date

• Initially published on 2/17/2024
• The contents may be updated from time to time

6. License

This project is licensed under the Apache License 2.0- see the LICENSE.md file for details.

7. References

• FRED: Federal Reserve Economic Data
• Altair: Declarative Visualization in Python