About CMD

Company Update 12/28/2021:

Frequent users of Capital Markets Data will notice that many of the pages and free data links that used to work are now missing/or are no longer being updated.  This is not a coincidence.  My attention has been greatly diverted from this site, and I promise that is not a bad thing.  I am a turtle, each day slowly making progress towards my end goal. Over the past year, I have been building out a metadata search engine that I believe will make my datasets more transparent and more trustworthy than ever before.  Users will be able to not only find the data they are looking for, but the search engine will also give significant insight into data construction and lineage. I have also been working on and off on a new site and API, but progress has been slow (perhaps much too slow) as I have constantly been focused on more immediate needs.

R&D has led to new historical datasets, collected in a fraction of the time.

Along with the needs of the business, (which are probably more important than my interests), I have been developing new and innovative ways to gather structured historical data from scanned archived reports, websites, and whatever else you can think of.  Capital Markets Data has finally moved into the realm of "If you can see it, we can capture and record it".  This R&D has led to the collection of several 'new' and exciting datasets: State level marriage rates for most of the Union are now available at a monthly frequency from 1950 through 2009 (when the CDC gave up their efforts) and for a select few states I have updated the marriage rates through the present day (including Las Vegas).  The second dataset concerns state and place level residential building permits (again, monthly) from 1954.  The state-level data are available from 1954, and so far I have some place-level permit data going back to the late 1960s.  The two most recent data additions are part of the same project because marriage is a significant driver of residential investment.  I collected both simultaneously as complementary investments.  

I have added one new dataset outside the scope of my traditional historical macro, but very unique and noteworthy.  It pertains to horse racing and the predictions made by the handicappers at Santa Anita and Gulfstream.  All I will say is that some handicappers are better than others.    

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: steven@capitalmarketsdata.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 a database centered around International Macro. 

Since 2018, Steven has developed many techniques for automating the collection of economic data.  
Since early 2021, Steven has been exploring the use of metadata technologies that will lead to macro-data discovery, while also providing enhanced transparency around data lineage and quality.    

Contact CMD:

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