About RiskCurve
RiskCurve is an independent macro research project built by a single developer and markets practitioner. It exists for one reason: to make the indicators that actually drive asset prices — the yield curve, credit spreads, inflation, real yields and volatility — readable in one place, without the paywall, the jargon or the noise.
The idea came from frustration. Macro data is public but scattered: the raw series live in government APIs, the context lives in paid research, and the relationship between the two is rarely explained. RiskCurve pulls the primary sources together, computes the derived measures that matter, and explains what each number means and why it moves.
Everything on this site is built around primary data. Prices and yields come from the Federal Reserve (FRED), the US Treasury, the Federal Reserve’s GSW yield-curve model and market data providers. We do not republish third-party commentary or licensed research. Where a figure is derived — spreads, real yields, breakevens — the methodology is documented on the Methodology & Sources page.
RiskCurve is self-funded and independent. It is not affiliated with any broker, fund or data vendor, and it does not manage client money. If you want to get in touch, use the contact page.
Questions, corrections or data requests? Get in touch. See also our Methodology & Sources and Disclaimer.