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Open datasets, fully documented — searchable here, and readable by any LLM.

144 datasets

signals
  • AI Research-Velocity Signals (derived)

    AI research-velocity signals (R&D attention gauges)

    Monthly AI/ML research-velocity signals derived from the OpenAlex keyless API (2010 ->): monthly counts of works tagged 'Artificial intelligence' and 'Machine learning', plus AI's share of all indexed works, with 3-month changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-12-month baseline, naive-drift 1-month forecasts, year-over-year growth, research acceleration, field-share z-scores, and breakout flags. The tech/digital R&D-attention companion to the macro set. Raw data: OpenAlex (keyless API, CC0).

    • ai-research
    • machine-learning
    • research-velocity
    • openalex
    rows
    600
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Trending AI papers on arXiv (agent-curated)

    Trending AI papers (weekly)

    Weekly velocity ranking of trending AI papers announced on arXiv. Four category queries against the official keyless arXiv query API (cat:cs.AI, cs.CL, cs.CV, cs.LG; announced in the trailing 7 complete days; 3 s between requests per the API Terms of Use) are merged and deduplicated on the base arXiv id, keeping the earliest announcement and the union of categories. Each paper is scored for interest — breadth-weighted recency: n_categories * exp(-age_days / 4) — and ranked fastest first, with deterministic first-match-wins AI-subtopic tags (agents, reasoning, evals, llm, finetuning, rl, quantization, multimodal, vision, audio, nlp, robotics, ml-theory, data, education, other), extractive two-sentence summaries of the abstract (LaTeX stripped, never generated prose), lead author + unioned affiliations, and an is_update flag (version > 1). Columns: ISO week, fetch timestamp (day-granular, UTC midnight), base arXiv id, version, is_update, title, extractive summary, AI subtopic, comma-joined categories, category count, authors, lead author, author count, pipe-joined distinct affiliations, announcement timestamp, days since announced, interest score, velocity rank, canonical arXiv URL, arXiv comment. Primary key: (week, arxiv_id). Cadence: weekly; each snapshot is the full trailing-7-day announcement universe, ranked freshest-and-broadest first. Nullability: comment, lead_affiliation and affiliations may be empty when the author supplied none; velocity_rank and interest_score are never null. Caveats: subtopic tags are keyword rules, not a classifier; affiliations are author-supplied strings; the interest score is an attention proxy, not a quality measure. Only descriptive metadata is stored (no full text), under the arXiv API Terms of Use (CC0 1.0 for metadata), so commercial_use = yes. Sample use: order by velocity_rank for the week's highest-interest AI papers, or filter ai_subtopic = 'agents'.

    • machine-learning
    • ai-research
    • arxiv
    • technology
    rows
    2,332
    Quality
    100
    Updated
    Sep 25, 2026
    Fresh
    License
    Commercial use OK
  • Australia Macro Signals (derived)

    Australia macro signals (CPI, 10-year bond yield, RBA-band gauges)

    Monthly Australia macro signals from OECD Main Economic Indicators (via FRED): headline CPI (AUTCPIALLMINMEI, 1958 ->) and the 10-year Commonwealth Government bond yield (IRLTLT01AUM156N, 1989 ->), with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, plus a high-inflation flag keyed to the top of the RBA's 2-3% target band, a 10-year-yield 5-year z-score and a yield-spike stress flag. The Australia lens on global macro — a commodity-linked, China-exposed advanced economy. Companion to japan-macro-signals (Asia-Pacific peer). All rows normalized to country_code AUS. Raw series: OECD Main Economic Indicators via FRED.

    • australia
    • cpi
    • inflation
    • rba
    rows
    1,493
    Quality
    92
    Updated
    Sep 22, 2026
    Fresh
    License
    License unclear
  • Global Credit Cycle Signals (derived)

    Global credit cycle signals (debt-service burden deviation, credit growth, boom flags)

    Value-added credit-cycle signals derived from the free Bank for International Settlements debt-service-ratio and total-credit statistics (private non-financial sector): per-country DSR deviation from its 8-year mean, DSR z-scores, total-credit year-on-year growth, credit-boom flags at a +2pp deviation threshold, 3-sigma anomaly flags, and per-quarter cross-country ranks — the canonical BIS early-warning gauges in one frame. All computation is local pandas/numpy; no paid models or APIs.

    • credit
    • debt-service
    • financial-stability
    • early-warning
    rows
    13,301
    Quality
    92
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • Credit-to-GDP Gap Signals (derived)

    Credit-to-GDP gap signals (BIS macroprudential credit cycle)

    Quarterly macroprudential signals derived from BIS credit-to-GDP gaps: the deviation of private-sector credit from its long-run trend for ~44 economies — the Basel III countercyclical-buffer guide — alongside the underlying credit-to-GDP ratio. Each series carries quarter-on-quarter and year-on-year changes, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-country volatility rank, plus Basel guide flags (gap > 2pp, gap > 10pp) and 10-year z-scores. Country codes are normalized to ISO alpha-3 so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_CREDIT_GAP).

    • credit
    • credit-cycle
    • macroprudential
    • financial-stability
    rows
    17,000
    Quality
    92
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • Global Long-Run Inflation-Regime Signals (derived)

    Global long-run inflation-regime signals (BIS CPI, 63 economies, 1913-present)

    Long-run inflation signals derived from the BIS long-run consumer price index: year-on-year inflation, acceleration gauges, 3-month momentum, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-country volatility ranks, high-inflation (>5%) and deflation flags, and 10-year inflation z-scores for 63 economies with history in many cases back to 1913. The monetizable inflation-regime signals layer on top of raw BIS consumer-price data. Raw series: BIS long-run consumer price index.

    • inflation
    • cpi
    • consumer-prices
    • disinflation
    rows
    48,145
    Quality
    96
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • Global Policy Divergence Signals (derived)

    Global policy divergence signals (central-bank cutting/hiking cycles, real rates, divergence gauge)

    Value-added monetary-policy signals derived from the free Bank for International Settlements central-bank policy-rate and long-run consumer-price datasets: per-country cutting/hiking cycle stance, 6-month rate momentum, real policy rates (rate minus CPI year-on-year), 5-year stance z-scores, 3-sigma anomaly flags, plus per-month global gauges — cross-country policy dispersion and the share of central banks cutting — so users can see easing/tightening cycles diverging in one frame. All computation is local pandas/numpy; no paid models or APIs.

    • monetary-policy
    • central-banks
    • interest-rates
    • real-rates
    rows
    24,711
    Quality
    97
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • Global House-Price Signals (derived)

    Global house price signals (BIS real residential property prices)

    Quarterly housing-market signals derived from the BIS selected residential property price indices: real (inflation-deflated) house-price indices (2010 = 100) for ~60 economies and BIS aggregates, with year-on-year and quarter-on-quarter changes, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-country volatility rank, a 10-year overvaluation z-score (froth gauge) and drawdown-from-decade-peak (correction gauge). Country codes are normalized to ISO alpha-3 (BIS aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_SPP).

    • housing
    • house-prices
    • real-estate
    • valuation
    rows
    9,031
    Quality
    95
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • BIS REER Competitiveness Signals (derived)

    BIS REER competitiveness signals (currency misalignment gauges)

    Monthly currency-competitiveness signals from the BIS real broad effective exchange rate indices (1994-01 ->, keyless): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-economy ranks, a 10-year valuation z-score misalignment gauge with over/undervalued flags, 12-month real appreciation rates, and per-month REER-level ranks. All rows carry normalized ISO country codes so they join cleanly with other macro data. Raw data: Bank for International Settlements.

    • fx
    • reer
    • effective-exchange-rate
    • competitiveness
    rows
    25,088
    Quality
    96
    Updated
    Sep 22, 2026
    Fresh
    License
    No commercial use
  • Canada Monetary Policy Signals (derived)

    Canada monetary policy signals (policy stance, curve slope, funding stress)

    Daily-to-monthly monetary-policy signals derived from Bank of Canada Valet data: 30-period annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, plus the real policy stance (target rate minus YoY CPI inflation), the CORRA-target funding-stress spread, the 10Y-2Y Canadian curve-slope spread and a policy-move streak tracker (consecutive hikes/cuts). Covers the BoC target for the overnight rate, the overnight rate, CORRA, 2Y/10Y benchmark bond yields and total/trim/median/common CPI inflation. All rows are normalized to country_code CAN so they join cleanly with Canadian macro data. Raw data: Bank of Canada (Valet API).

    • monetary-policy
    • bank-of-canada
    • policy-rate
    • corra
    rows
    22,395
    Quality
    99
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK
  • BoE UK Yield-Curve Signals (derived)

    BoE UK gilt yield-curve signals (nominal spot curve)

    Daily UK gilt yield-curve signals from the Bank of England GLC nominal spot curve (1979 -> latest): 0.5y/1y/2y/5y/10y/20y/30y spot rates with 1-day, 21-day and 252-day changes, 30-day annualized change volatility, 3-sigma anomaly flags, drift forecasts, 1-year level z-scores and curve-shape gauges: the 10y-2y, 5y-2y and 30y-10y spreads, a curve-inversion flag and 3-month steepening momentum. The full-curve lens on UK rates — the gilt-market companion to the US curve in us-bond-signals and the Canadian curve in boc-bond-signals. Raw data: Bank of England (Open Government Licence).

    • uk
    • gilts
    • yield-curve
    • interest-rates
    rows
    70,693
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Bond Market Signals (derived)

    US bond market signals (yield volatility, momentum, anomalies, curve-inversion tracker)

    Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted spread. 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).

    • bonds
    • treasury
    • yields
    • volatility
    rows
    82,534
    Quality
    100
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK

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