Seiche — world-markets evidence terminal

Reviewed 1d ago.

• tools: 16 tools scanned
• metadata: scanned
• packages: 1 checked

No findings.

Tools (16)

• gift_city_context

  Read dated USD/INR funding, separate ECB and CBUAE VAT FX references, and CFTC COMEX gold positioning. Cache-only research with source clocks; no executable prices or regulatory eligibility determination.

• gold_inventory_carry

  Calculate fine gold, simple financing cost and INR per fine gram from explicit decimal-string assumptions. All inputs are caller supplied, no quote is verified, and inputs are not persisted.

• market_workbench

  Read cached official FX reference histories and same-date currency crosses, with native units, provenance, age and observed-interval changes. Inspect owner-accepted Palimpsest China annual economic series and revision-aware history beside the CNY reference. Daily fixings, annual context and licensed gaps remain distinct. No collection, model fitting, executable quotes or scoring.

• research_network

  Explore every Palimpsest dataset by topic, with source clocks, rights, freshness and pagination. Includes Seiche's separately completed funding context and explicit research steps into institution filings, exit liquidity and NarcoScope's granular global data. Source metadata and funding interpretations stay distinct. No source collection, score changes, causal joins or trading authority.

• latest_article

  The exact full-text Seiche editorial published today: current funding analysis when the evidence moved, or a clearly labelled historical replay on a quiet day. Returns the canonical headline, dek, Markdown, evidence clock, generation mode and passing publication receipt. Use this for 'what did Seiche write today?' and quote it without regenerating facts.

• 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.

• trade_safety_risk_context

  A deterministic, bounded projection of the last completed Seiche board: funding regime, 0-100 stress index, coverage, source staleness counts, snapshot clock, and conservative evidence clock. It repeats the rights check and never collects, fits, calls a network source, reads a notary ledger, or contacts a broker. This is metadata-only derived context, not order-bound, non-executable, never real-money eligible, and it does not evaluate stream attestations or treat them as per-order authority.

• money_market_context

  Use section='countries' for the public-source country catalog, or add country='JP' (a supported ISO alpha-2 code; UK is an alias for GB) for dated policy, funding, liquidity and sovereign references. Country coverage is partial and monthly references are explicitly separate from daily curves. Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence,

• world_markets_context

  Unified, chartless context for broad financial-market questions. It projects only completed/public state into money_markets, forex, macro-capital transmission, China macro evidence, official references, methodology, or a compact summary. Every response carries snapshot/as-of clocks, canonical Seiche citation URLs, and explicit observed, derived, structural, restricted, and unavailable boundaries. The China structural catalog is unsigned; only status=restricted represents a verified Seiche owner-attested revision; both states keep NBS values, raw evidence, and history withheld. A separately operator-accepted economic_context may publish licensed World Bank WDI values with annual/structural freshness, distinct release, Palimpsest collection, and Seiche acceptance clocks. Those values are context only and never a live print, score, gauge, forecast, or signal. The sources selector is reference-only; use all when verified China context and its NBS source linkage must appear together. Covera

• 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.

• 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 with causal truncation but final/current-vintage inputs 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.

• institutional_flows

  Hedge-fund / pension / sovereign positioning nowcast from public prints: the Treasury basis-trade size proxy (CFTC leveraged-fund net short, with a funding-fragility flag), asset-manager duration demand, foreign-official custody flows (H.4.1), a mixed-frequency fused positioning index with uncertainty bands, and how self-exciting stress events currently are (Hawkes branching ratio). Weekly cadence, point-in-time. Ask this when a question involves hedge fund leverage, the basis trade, pension duration bids, or sovereigns buying/selling Treasuries. Built from free public data.

• oil_funding_context

  Observed WTI/Brent, commercial-paper and SOFR−IORB evidence; Ballast's WTI/Henry Hub CFTC positioning, gross mark-displacement proxy, paying-side concentration and EIA inventory ledger; live Cushing stocks and the Brent−WTI spread kept separate from dated capacity, benchmark and chokepoint references; the change-on-change oil/CP association; plus explicitly scenario-only cargo-credit, margin and India cash arithmetic. Use when a question asks how oil or energy futures can transmit cash pressure into dollar funding. Ballast is not an observed margin call; dated structure is not live transit data; nothing here is a forecast, trade signal, or Seiche composite input.

• fx_materials_passage

  The live upstream FX and physical-material pressure read versus funding already priced in SOFR and commercial paper, with the Passage's discovery/holdout ledger, de-clustered analogs, dollar-system context and settlement scenarios. Use for currency weakness, commodity working capital, FX settlement, or whether trade-flow cash pressure is reaching money markets. Context only; an earned link is stable association, not causation.