FRED
Fred. Olsen Energy
stock NASDAQ

Most financial research tools either lock essentials behind high monthly subscription tiers or force you to constantly glue together half a dozen disjointed Python libraries. To solve this, I’ve spent the last few months building QuantLab, a desktop terminal designed to bring real-time market monitoring, FRED economic data (800k+ series), options analytics, and interactive Jupyter-style research into a single workspace.
It includes full charting engine capabilities, risk profiling (Sharpe, VaR, Sortino), alternative macro tracking (geospatial news and AIS ship monitoring), and a built-in Python kernel for strategy testing.
I’m actively developing this and want to build it alongside the community. I’m looking for feedback on the overall UI, existing features, and what tools or data integrations you’d like to see added next. I'm regularly pushing updates based on what users actually need, and anyone who joins early gets lifetime access to all future updates as it grows.
Check out the architecture, feature breakdown, and setup on
GitHub:\[https://github.com/QtPieCheesy/QuantLab\](https://github.com/QtPieCheesy/QuantLab)

Most financial research tools either lock essentials behind high monthly subscription tiers or force you to constantly glue together half a dozen disjointed Python libraries. To solve this, I’ve spent the last few months building **QuantLab**—a desktop terminal designed to bring real-time market monitoring, FRED economic data (800k+ series), options analytics, and interactive Jupyter-style research into a single workspace.
It includes full charting engine capabilities, risk profiling (Sharpe, VaR, Sortino), alternative macro tracking (geospatial news and AIS ship monitoring), and a built-in Python kernel for strategy testing.
I’m actively developing this and want to build it alongside the community. I’m looking for feedback on the overall UI, existing features, and what tools or data integrations you’d like to see added next. I'm regularly pushing updates based on what users actually need, and anyone who joins early gets lifetime access to all future updates as it grows.
Check out the architecture, feature breakdown, and setup on GitHub:[https://github.com/QtPieCheesy/QuantLab](https://github.com/QtPieCheesy/QuantLab)

FRED publishes aggregate market-level PE ratios. For individual equities, SEC EDGAR gives you 10-K and 10-Q filings with earnings data you can compute ratios from. Sharadar on Nasdaq Data Link has a free tier with daily equity fundamentals including PE.

“Break” is probably too strong, but a few things happened at once and I’d rather ask people who live in this market than pretend I’ve got it figured out.
**Microsoft borrows at the same rate as the US government.** A 2040 Microsoft bond and a 2040 Treasury both around 5.11%. Not identical securities, and Microsoft can’t print dollars. But zero spread at the top tier still says something.
**The IMF flagged the convenience yield going negative this spring.** The discount the world accepted just for Treasury safety and liquidity. That premium was the superpower, and it’s eroding.
**The marginal buyer is getting pickier.** Japan is still the largest foreign holder, nobody’s abandoning us. But Japanese investors sold almost $30 billion of US debt in Q1 as JGBs finally pay something, right as issuance hits records.
**Soft data stopped working.** Weak jobs, soft spending, cooler inflation. That combo should have pulled the long end down. It sold off anyway.
**Policy moves by headline.** This morning: a threatened 50% tariff on Canadian autos and steel after talks collapsed over a weekend. Whatever you think of any given move, unpredictability itself gets charged as term premium.
**Treasury doubled its long-end buybacks.** $2 billion to $4 billion per operation. Not QE, not new, not a failure. But the relief lasted about a day, and the timing is interesting.
Maybe this is all just normal repricing: more supply, more inflation risk, more competition for capital. But the whole point of the 10 year was that nobody had to think about it. If people have started thinking, that alone is the change.
So for those smarter than me: is this a repricing or a downgrade of the safe-haven status? What would convince you it’s normalized?
And if the 10 year ever stopped being the risk-free benchmark, what realistically replaces it?
And the uncomfortable one: with this much debt held abroad, at what point does reliance on foreign buyers become leverage against us?
Happy to be told I’m connecting dots that shouldn’t be connected.
Sources:
IMF Global Financial Stability Report, April 2026: [https://www.imf.org/en/publications/gfsr](https://www.imf.org/en/publications/gfsr)
Microsoft vs Treasury yields (Henssler Financial): [https://www.henssler.com/safer-on-paper-is-microsoft-safer-than-uncle-sam/](https://www.henssler.com/safer-on-paper-is-microsoft-safer-than-uncle-sam/)
Trump threatens 50% tariff on Canadian autos and steel (CNBC, this morning): [https://www.cnbc.com/2026/08/24/trump-canada-auto-tariffs-trade-war.html](https://www.cnbc.com/2026/08/24/trump-canada-auto-tariffs-trade-war.html)
Treasury doubles buybacks (CNBC): [https://www.cnbc.com/2026/08/19/treasury-announces-upscaled-buyback-operation-for-longer-term-debt-sending-yields-lower.html](https://www.cnbc.com/2026/08/19/treasury-announces-upscaled-buyback-operation-for-longer-term-debt-sending-yields-lower.html)
Buyback relief fades (CNBC): [https://www.cnbc.com/2026/08/20/bond-yields-edge-higher-as-traders-digest-treasury-debt-buyback-plan.html](https://www.cnbc.com/2026/08/20/bond-yields-edge-higher-as-traders-digest-treasury-debt-buyback-plan.html)
Japan pulls money home (CNBC): [https://www.cnbc.com/2026/07/14/japan-bond-jgb-yields-.html](https://www.cnbc.com/2026/07/14/japan-bond-jgb-yields-.html)
Yields rising despite soft data (Axios): [https://www.axios.com/2026/08/17/treasury-yields-warsh-bonds](https://www.axios.com/2026/08/17/treasury-yields-warsh-bonds)
10 year Treasury data (FRED): [https://fred.stlouisfed.org/series/DGS10](https://fred.stlouisfed.org/series/DGS10)