Models
Three macro-economic products under the Parra Macro umbrella. Each has its own methodology, data pipeline, and dashboard — pick one to start.
GeoRisk Monitor
Real-time geopolitical risk scoring
Composite country risk index built from WGI governance indicators, World Bank macro fundamentals, and live GDELT / news sentiment. Updates every 15 minutes.
US Macro Model
FRB/US-lite reduced-form econometric model
Eleven estimated behavioral equations spanning spending, prices, labor, and financial blocks, solved jointly each quarter via damped Gauss-Seidel. Produces baseline forecasts, bootstrap fan charts, and shock-scenario IRFs.
US Rates
Fed funds futures vs. macro-model · FedWatch grid
CME fed funds futures curve overlaid on the FRB/US-lite macro model's fed funds p10-p90 fan, plus a CME FedWatch-style per-FOMC-meeting probability grid. Divergent contracts (model vs. market) get promoted to /trades as macro trade ideas.
EM Rates
LATAM + Asia top 6 · Taylor rule direction call
Per-country inertial Taylor rule for the 12 major EM central banks (Brazil, Mexico, Colombia, Chile, Peru, Argentina, China, India, South Korea, Indonesia, Thailand, Philippines). Direction call (HIKE / HOLD / CUT + magnitude) against current policy rate; 10Y yield direction derived from the policy call plus the 3-month yield move.
US House Prices
FHFA · Case-Shiller · Zillow ZHVI
Unified view of US residential property prices at every geographic level — region, state, MSA, county, ZIP. YoY, trend, peak drawdown, and z-scored growth momentum surfaced per entity.
Sovereign Credit Default
PD & rating · macro-only · agency comparison
Probability of default and 1–10 internal credit rating for ~190 sovereigns. Trained on macro/external/fiscal indicators (IMF WEO + World Bank) plus a shadow-debt overlay, fit against historical sovereign default events. Logistic regression and gradient boost; PD calibrated empirically.
CPI Release Monitor
Release-day dashboard · component ranking
Wake up to the BLS CPI print. Countdown to next release, headline + core YoY history, and every tracked component (shelter, food, energy, vehicles, services, medical) ranked by MoM and YoY change so you can scan what moved the print at a glance. Refresh fires automatically when BLS publishes.
US Labor Market
BLS payrolls + unemployment vs in-house nowcast
Monthly nonfarm payroll growth and the U-3 unemployment rate from BLS, set against an in-house bridge-model nowcast built from FRED leading indicators (initial & continued claims, JOLTS openings, manufacturing hours, industrial production, sentiment). Track-record table shows estimate vs print, month by month.
EM FX & Rates
Beta opportunity screen · carry, momentum, alpha
Where the major EM currencies and rates are moving — Turkey, South Africa, Brazil, Mexico, China, Colombia, Chile and more — decomposed into dollar beta vs idiosyncratic alpha. Ranks the cross-section by risk-adjusted carry and momentum, flags currencies lagging their dollar beta as mean-reversion longs, and frames it all against the DXY, MSCI EM, the US curve and oil.
Data Center Risk Map
CBRE-tier markets · built / UC / planned MW
US wholesale data center markets classified by CBRE's primary / secondary / emerging tiers. Maps concentration of installed capacity and flags overbuild risk via the unleased share of under-construction MW relative to the installed base.
DC Securitizations
ABS · CMBS · structured term loans on data centers
Public US data center securitization deals — ABS, single-asset CMBS, and term-loan facilities. Each deal cross-links to its collateral buildings on the risk map, so you can see which deals are exposed to which stranded-asset risk.