US monetary policy signals (money-supply growth, policy-rate momentum, QE/QT tracker)
Daily-to-monthly monetary signals derived from FRED's US money and policy series: 30-period annualized change volatility, 3-month momentum, year-over-year change (the money-supply growth gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the QE/QT tracker (3-month percent change of total Federal Reserve balance-sheet assets; negative = quantitative tightening). Covers the effective federal funds rate (daily and monthly), M1, M2, the monetary base and total Fed balance-sheet assets. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED; US-government series from the Board of Governors of the Federal Reserve System).
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. DFF, FEDFUNDS, M2SL, M1SL, BOGMBASE, WALCL; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Observation value as published by FRED for this series (federal funds rate in percent; M1, M2 and monetary base in billions of dollars; total Fed balance-sheet assets WALCL in millions of dollars); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| qt_qe_momentum | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | anomaly_flag | forecast_1m | rank | qt_qe_momentum |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1954-07-01 | United States | USA | DFF | Federal Funds Effective Rate | 1.13 | — | — | — | 0 | — | — | — |
| 1954-07-01 | United States | USA | FEDFUNDS | Federal Funds Effective Rate | 0.8 | — | — | — | 0 | — | — | — |
| 1954-07-02 | United States | USA | DFF | Federal Funds Effective Rate | 1.25 | — | — | — | 0 | — | — | — |
| 1954-07-03 | United States | USA | DFF | Federal Funds Effective Rate | 1.25 | — | — | — | 0 | — | — | — |
| 1954-07-04 | United States | USA | DFF | Federal Funds Effective Rate | 1.25 | — | — | — | 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/monetary_signals/us_monetary_policy_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/monetary_signals/us_monetary_policy_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/monetary_signals/us_monetary_policy_signals
Tip: fetch /llms.txt for the full machine-readable catalog.