Emerging-market currency stress signals (depreciation momentum, shock flags)
Signals derived from FRED's daily emerging-market FX series (local currency per USD) for India, Brazil, South Korea and Thailand: 30-day annualized log-return volatility, 63-day depreciation momentum, 1-year depreciation, drawdown depth vs the trailing 1-year high, 3-sigma currency-shock anomaly flags, naive-drift 21-day forecasts and a per-day cross-currency volatility rank. The EM-stress companion to the broad US-dollar-strength signals. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data Federal Reserve Board.
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID, e.g. DEXINUS; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series (foreign exchange rate, local currency per USD, daily). |
| value | float | Spot exchange rate in units of local currency per one US dollar, as published by FRED; a rising value means the local currency is weakening against the dollar. See the series notes for methodology. |
| volatility_30d | float | |
| momentum_3m | float | |
| depreciation_yoy_pct | float | |
| drawdown_1y | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | depreciation_yoy_pct | drawdown_1y | anomaly_flag | forecast_1m | rank |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1973-01-02 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8.02 | — | — | — | — | 0 | — | — |
| 1973-01-03 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8.02 | — | — | — | — | 0 | — | — |
| 1973-01-04 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8 | — | — | — | — | 0 | — | — |
| 1973-01-05 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8.01 | — | — | — | — | 0 | — | — |
| 1973-01-08 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8 | — | — | — | — | 0 | — | — |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/emfx_signals/em_currency_stress_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/emfx_signals/em_currency_stress_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/emfx_signals/em_currency_stress_signals
Tip: fetch /llms.txt for the full machine-readable catalog.