090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
123 datasets
5Y Breakeven Inflation Signals (derived)
Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.
Bitcoin Network Signals (derived)
Daily Bitcoin on-chain network-health signals from Blockchain.com's keyless charts (full history, 2011 ->): hash rate (TH/s), confirmed transactions per day, transaction fees (USD/day), mining difficulty, and total miner revenue (USD/day), with 90-day momentum, year-on-year change, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, a 5-year network z-score, a miner-capitulation drawdown flag, and a fee-congestion flag. The network-fundamentals companion to crypto-price-signals (what the market says) and crypto-fear-greed-index-signals (what it feels) — this watches what the chain does. All rows normalized to country_code WLD (global network). Raw data: Blockchain.com charts API.
US Business-Formation Signals (derived)
Weekly US business-formation signals from Census Bureau Business Formation Statistics (FRED BUSAPPWNSAUS + HBUSAPPWNSAUS, 2006 ->): total and high-propensity business applications with 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, and the high-propensity share of applications (the quality mix of the startup pipeline). The entry-margin lens on the US business cycle — applications lead formations, and high-propensity applications lead employer births. Companion to us-labor-market-signals (established firms) and us-state-coincident-activity-signals (output). All rows normalized to country_code USA. Raw series: U.S. Census Bureau Business Formation Statistics via FRED.
Canada Pump-Price Signals (derived)
Retail pump-price signals derived from Statistics Canada's monthly average retail gasoline, diesel and household heating fuel prices: cents per litre by city/province and fuel type since 1979, with month-on-month and year-on-year changes, 3-month momentum, 12-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-city momentum ranks, and each city's spread versus the national average. The monetizable signals layer on top of raw StatCan retail fuel prices. Raw series: StatCan via the CKAN open-data portal (monthly average retail prices for gasoline and fuel oil).
US State Chronic-Disease Disparity Signals (derived)
State-level chronic-disease signals derived from the CDC Chronic Disease Indicators: prevalence, mortality and hospitalization trends for diabetes, cardiovascular disease, COPD and mental health across 55 US states/territories (2019-2023), with year-on-year changes, momentum, 3-sigma anomaly flags vs a trailing 3-year baseline, naive-drift 1-year forecasts, cross-state momentum ranks, and Black-White and female-male disparity gaps. The monetizable health-equity signals layer on top of raw CDC chronic-disease statistics. Raw series: CDC Chronic Disease Indicators (Socrata).
National Activity Signals (derived)
Monthly signals derived from the Chicago Fed National Activity Index (redistributed by FRED, 1967-03 ->): 30-month change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, the Chicago Fed's 3-month moving-average business-cycle gauge, recession and expansion flags at the Chicago Fed's +/-0.70 thresholds, and a 5-year activity-regime z-score. 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: Federal Reserve Bank of Chicago.
Global CO2 Growth Signals (derived)
Monthly global CO2 accumulation signals from NOAA Global Monitoring Laboratory measurements (1974 ->): the de-seasonalized global monthly mean with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, the annual growth rate (ppm/yr and %), growth acceleration, a rolling 10-year trend slope, record-high flags and an acceleration flag. The pace-of-accumulation lens on the carbon cycle — levels always rise, so the growth rate is the signal. Companion to us-carbon-accountability-signals (company emissions) and us-climate-signals (city temperatures). Rows normalized to country_code WLD (World). Raw data: NOAA Global Monitoring Laboratory.
Commodity Market Signals (derived)
Daily commodity market signals derived from FRED's energy spot-price series: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-day cross-commodity volatility rank for WTI and Brent crude oil, New York Harbor heating oil and Henry Hub natural gas — plus the connector-derived Brent-WTI spread, the classic gauge of US crude supply gluts and transatlantic dislocations. Keyed to WLD (World); raw prices: Federal Reserve Bank of St. Louis (FRED).
Business & Consumer Confidence Signals (derived)
Monthly economic-sentiment signals derived from the OECD's standardised business and consumer confidence indicators (amplitude adjusted, long-term average = 100; 56 countries and aggregates): 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the business-minus-consumer confidence gap (the demand-mismatch gauge), consecutive-months-below-100 pessimism streaks and 24-month sentiment z-scores. All rows carry canonical country_code so they join cleanly with other macro datasets. Derived keyless from the local raw oecd_cli catalog snapshots; underlying data: OECD (commercial re-use requires prior permission).
Consumer Pulse Signals (derived)
Signals derived from FRED's US consumer series: 30-period annualized volatility of monthly changes, 3-month momentum, year-over-year percent change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the University of Michigan sentiment z-score versus its trailing 12-month window. Covers UMCSENT (consumer sentiment index), TOTALSA (total vehicle sales, SAAR) and RSXFS (advance retail sales). 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).
Producer Price Signals (derived)
Monthly ML-enriched producer-price signals for 35 economies, derived from OECD Key Economic Indicators: producer price year-over-year inflation, consumer price year-over-year inflation, and the PPI-minus-CPI spread (the margin-squeeze / cost-push gauge), with 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags versus a trailing 12-month baseline, naive-drift 1-month forecasts, and a per-month cross-country volatility rank. Raw indicators: OECD. All rows carry ISO alpha-3 country_code and join cleanly with other macro datasets.
Bank Credit Cycle Signals (derived)
Signals derived from FRED's US bank-credit series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a delinquency stress-regime flag (1 when the real-estate delinquency rate exceeds its trailing-5-year 75th percentile) mapped onto every row's quarter. Covers TOTLL (weekly bank credit of all commercial banks), BUSLOANS (monthly commercial & industrial loans), REVOLSL (monthly consumer credit outstanding) and DRALACBN (quarterly delinquency rate on all real-estate loans). 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).
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