090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
128 datasets
UK Mortgage & Pass-Through Signals (derived)
Signals derived from the Bank of England's Statistical Interactive Database: 30-period annualized volatility of monthly rate changes, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the bank-rate-to-mortgage pass-through spread (quoted 2-year fixed 75% LTV mortgage minus Bank Rate). Covers IUMBV34 (quoted 2-yr fixed mortgage rate), IUDBEDR (official Bank Rate) and IUDSOIA (SONIA overnight average; daily series aggregated to monthly averages). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
UK Price Heat Signals (derived)
Monthly ML-enriched UK inflation signals derived from ONS CPIH by-category indices (12 COICOP divisions, 1988 -> present): per-category year-over-year inflation with 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags versus a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-category volatility rank, plus a UK-wide inflation-breadth gauge (share of divisions running above 3% YoY). Raw data: Office for National Statistics (Open Government Licence v3.0). Every row is country_code GBR and joins cleanly with UK macro datasets.
US Equity Valuation Signals (derived)
Monthly U.S. equity valuation signals from Robert Shiller's long-run stock-market dataset (1871 ->, keyless): the CAPE ratio and excess CAPE yield with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a 20-year CAPE z-score valuation-regime gauge, over/undervalued flags, a >30 high-valuation flag, and an excess-yield-vs-bonds z-score. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw data: Robert J. Shiller
US Fuel-Price Signals (derived)
Monthly retail fuel-price signals derived from EIA data via FRED (regular gasoline and on-highway diesel, $/gal): month-on-month and year-on-year changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-12-month baseline, drift forecasts, per-month cross-series volatility ranks, the gasoline-diesel spread with a 3-year z-score, and pump-shock (>+15% in 3 months) and expensive (>$4/gal) flags. The US-side companion to the Canada fuel signals and the retail-price complement to wholesale crude. Country codes normalized to ISO alpha-3 (USA). Raw data: US Energy Information Administration via FRED.
US Funding-Stress Signals (derived)
Daily US money-market funding-stress signals: TED spread (TEDRATE), the Secured Overnight Financing Rate (SOFR), and the Interest Rate on Reserve Balances (IORB), 2018 ->, with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 21-day naive-drift forecasts, SOFR-above-IORB funding-pressure flags, 5-year spread z-scores, and elevated / severe stress-regime flags. The overnight-funding lens on financial stress — the policy-transmission mechanics behind the composite indices. Companion to us-financial-stress-index-signals (STLFSI4/NFCI composites). All rows normalized to country_code USA. Raw series: Federal Reserve / Federal Reserve Bank of New York via FRED.
US Natural-Gas Market Signals (derived)
Daily US natural-gas market signals from the EIA Henry Hub spot price (FRED DHHNGSP, 1997 ->, $/MMBtu): 90-day momentum, year-on-year change, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, price-spike day flags, an elevated-price ($5+) flag, a 5-year z-score, and a heating-season flag. The natural-gas companion to us-fuel-price-signals (pump prices) — gas moves on weather, storage, and LNG exports, with some of the sharpest spikes of any commodity. All rows normalized to country_code USA. Raw series: U.S. Energy Information Administration via FRED.
US Coastal Sea-Level Signals (derived)
Monthly coastal sea-level signals from eight long-record NOAA CO-OPS tide gauges (The Battery, Atlantic City, Charleston, Mayport, Key West, San Francisco, Port Orford, Juneau): monthly mean sea level with 3-month and 12-month changes, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, trailing-10-year rise trends (mm/year), rise-acceleration flags, record-high flags, and fast-rise flags. The observed coastal sea-level lens on climate change — the ocean-surface consequence to co2-growth (driver) and city-climate-stress (heat). All rows normalized to country_code USA. Raw data: NOAA CO-OPS (keyless, public domain).
US Dollar Strength Signals (derived)
Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. 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); underlying data from the Board of Governors of the Federal Reserve System.
Wage & Productivity Signals (derived)
Monthly/quarterly signals derived from FRED's US earnings and productivity data: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the real-wage year-over-year gauge (worker purchasing power) and the productivity-minus-pay gap (the decoupling gauge). Covers nominal average hourly earnings, a connector-derived real-earnings series (CPI-deflated) and nonfarm business labor productivity. 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); underlying data: U.S. Bureau of Labor Statistics.
US Wage-Cost Pressure Signals (derived)
Quarterly US labor-cost signals derived from FRED: the Employment Cost Index (total compensation and wages & salaries — the Fed's preferred wage gauge) and nonfarm unit labor costs, with quarter-on-quarter annualized changes, year-on-year percent 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-series volatility rank, CPI-deflated real ECI growth and the ECI-minus-unit-labor-cost spread (the wage-push vs productivity gauge). 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); underlying survey: U.S. Bureau of Labor Statistics.
Demographic Transition Signals (derived)
Yearly demographic-structure signals for 200+ economies (1960 ->, keyless World Bank API): 65+ and working-age population shares, urbanization, and fertility, with 10-year changes, OLS trend slopes, 3-sigma anomaly flags vs a trailing 5-year baseline, 5-year linear-extrapolation forecasts, cross-country ranks, old-age dependency ratios, aging-speed gauges, super-aged (>20% 65+) and demographic-dividend flags, urbanization momentum, and below-replacement fertility flags. All rows carry normalized ISO country codes so they join cleanly with other macro data. Raw data: World Bank, World Development Indicators.
WB Energy-Access Signals (derived)
Annual energy-access signals from the World Bank API (~1990 -> latest, ~210 economies): electricity access, clean-cooking access and per-capita electric power consumption, with 10-year changes, OLS trend slopes, 3-sigma anomaly flags, 5-year extrapolation forecasts, and SDG 7 gauges: the remaining access gap, a universal-access flag (>=99%), 5-year electrification momentum, a clean-cooking laggard flag (<50%), and a 10-year consumption z-score. The energy-development lens — who has power and how fast access is advancing — the access companion to the electricity-mix lens in owid-energy-transition-signals. Raw indicators: World Bank.
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