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Python builders for OECD composite leading indicators
What it is
A Python library for constructing composite leading indicators used in business-cycle analysis. It loads series from the OECD API, converts quarterly observations to monthly, and applies seasonal adjustment, detrending, and normalization before aggregating them. Economists can mark ex-post turning points with the Bry-Boschan algorithm, detect real-time turning points from archived values, and plot the indicator. The pipeline depends on that OECD source, and the project records its tests on Python 3.5.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Low practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 66. Gaps mean no snapshot was taken that day.
Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.
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