About CMD

Capital Markets Data started off as The Capital Markets Data Project on January 1, 2018.  It has since evolved into a company focused on long-term data collection, financial history, and data wrangling.  The Company is now involved in several collaborative projects across the investment space.  The field of projects includes building out databases and models for both Residential and Commercial Real Estate, and Equity market prediction.  As the company grows, most assuredly the project space will expand with it.

Capital Markets Data also features its own unique products which are all available in various forms.  The main backbone of the Company is a long-term economic and financial database constructed from digging through archived statistical publications. This database is known as The Capital Markets Data Monthly Database or CMD-MD for short.  It is the offspring of two years of independent data collection efforts and requires several thousands of lines of code to update each month.  CMD-MD is not fully automated as many sources remain unfriendly to machine reading.  

CMD-MD provides the data for another Capital Markets Data product: The Capital Markets Data Monthly Chartpack.  The chart-pack is distributed via email and on LinkedIn on the last Friday of every month. To be added to the distribution list simply email: capitalmarketsdata@gmail.com. 

To receive daily chart updates follow the official Twitter @capitalmarketz.

The Team

Steven Sabol is the creator of Capital Markets Data (CMD).  Steven's passion for data collection and dissemination was well established prior to the creation of CMD in January of 2018.

The origin of CMD can be traced back to 2012 when Steven began working as the Macro Research Associate for the Federal Reserve Bank of Richmond.  He was in charge of the daily dissemination of macro and financial data releases to senior researchers and policymakers.  He was also in charge of the weekly updates to National Economic Conditions chart pack - one of the Richmond Feds' most visited pages.  This experience brought with it an understanding of which data policymakers care about most.  The Labor Market section of the CMD-MD database was largely inspired by researchers at the bank.  In fact, CMD is the only place to find long time-series on labor market flow rates.

In 2015 Steven joined Dynex Capital (DX) to study and learn how a real investment institution operates. This experience brought with it a heavy focus on residential mortgage finance and interest rate markets. It is because of this experience that CMD-MD features long histories on all the data available concerning the U.S. Treasury market.  The heavy focus on residential mortgage finance in CMD-MD is also attributed to the focus of Dynex on Agency CMBS and MBS.    

In 2018, Steven was hired by Caxton Associates to develop and automate an International Macro database.  The experience with the macro hedge fund highlighted what was necessary in order to make data useful to macro portfolio managers. The pre-processing and standardization of data saves the end-user precious time and effort.  Less time spent cleaning data translates to greater productivity elsewhere.

Contact CMD:

Capital Markets Data
565 Wedgewood Way
Naples, FL 34119
Phone: 248-462-2414
Email: capitalmarketsdata@gmail.com