090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
123 datasets
Crypto Fear & Greed Signals (derived)
Daily crypto-sentiment signals from the alternative.me Crypto Fear and Greed Index (2018-02 ->, 0–100): 7-day and 30-day momentum, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, extreme-fear (<=25) and extreme-greed (>=75) regime flags, a 90-day sentiment z-score, and the provider's own classification. The crypto-sentiment companion to fng-signals (CNN stock-market Fear & Greed) — crypto runs its own sentiment cycle, often leading equities. Keyless JSON API; commercial redistribution not explicitly granted (marked unclear). Global market, rows labeled WLD. Raw series: alternative.me (tobieskrambs GmbH).
Crypto Market Signals (derived)
Daily crypto market signals derived from CoinGecko's keyless free API for the 10 largest cryptocurrencies by market capitalization: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-crypto volatility rank and the trailing-365-day drawdown gauge. Keyed to WLD (World); raw prices: CoinGecko (keyless free tier).
Sovereign Debt Signals (derived)
Annual ML-enriched sovereign debt signals for ~190 economies, derived from IMF World Economic Outlook data: government gross debt (% of GDP), 1-year and 5-year debt changes (percentage points), the current account balance (% of GDP) for twin-deficit analysis, 30-period change volatility, 3-year momentum, 3-sigma anomaly flags versus a trailing 10-year baseline, naive-drift 1-year forecasts, and a per-year cross-country volatility rank. Raw indicators: International Monetary Fund (World Economic Outlook); signals computed locally. All rows carry ISO alpha-3 country_code and join cleanly with other macro datasets.
Defense Spending Signals (derived)
Annual military-expenditure burden signals from the World Bank World Development Indicators (SIPRI via WDI, 1960 ->, % of GDP, keyless): per-economy 5-year changes, 10-year OLS trend slopes, 3-sigma anomaly flags, linear-extrapolation forecasts, 10-year z-scores, per-year cross-country ranks, and high/low spender and rearmament-surge flags. The defense-burden lens — rearmament waves and drawdowns normalized across economies — not covered elsewhere in the catalog. Country labels normalized to ISO alpha-3. Raw data: World Bank WDI indicator MS.MIL.XPND.GD.ZS.
DeFi TVL Signals (derived)
Daily DeFi total-value-locked signals from DefiLlama for the top 12 chains by TVL (2017 ->): daily TVL in USD with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 30-day naive-drift forecasts, 5-year TVL z-scores, capital-flight drawdown flags, and per-chain dominance shares. The on-chain-capital lens on crypto — real capital deployed in DeFi, independent of token prices. Companion to crypto-price-signals (prices) and bitcoin-network-health-signals (single-network fundamentals). All rows normalized to country_code WLD. Raw data: DefiLlama (keyless API).
Displacement-Pressure Signals (derived)
Yearly forced-displacement pressure signals derived from the UNHCR Refugee Population Statistics Database demographics (2001 ->): per-country totals hosted (HOST_<ISO3>) and originated (ORIGIN_<ISO3>), with 5-year change, 10-year OLS trend slopes, 3-sigma anomaly flags, 5-year linear-extrapolation forecasts, per-year cross-country ranks, global burden shares, surge flags, and top-10 host/origin flags. The humanitarian-flow companion to wb-poverty-inequality-signals and wb-demographic-transition-signals. All country labels normalized to ISO alpha-3. Raw data: UNHCR Refugee Population Statistics Database (CC-BY-4.0).
Debt-Service Stress Signals (derived)
Quarterly financial-stress signals derived from BIS debt service ratios (keyless SDMX, WS_DSR, ~30 economies, 1999 ->): the DSR (interest + amortisation over income, %) for households, non-financial corporations and the private non-financial sector, with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma anomaly flags vs a trailing-12-quarter baseline, drift forecasts, per-quarter cross-country volatility ranks, 10-year DSR z-scores, high-stress and rising-burden flags, and the household-minus-corporate sectoral spread. The debt-burden-stress companion to the credit-cycle gap signals. Country codes normalized to ISO alpha-3. Raw data: Bank for International Settlements.
Euro Effective Exchange Signals (derived)
Value-added euro valuation signals derived from the free European Central Bank effective-exchange-rate statistics: nominal and real (CPI-deflated) EER deviation from trailing-10-year means, valuation z-scores with overvalued-regime flags, 3-month momentum, 12-month volatility and 3-sigma anomaly flags — a compact euro-valuation dashboard for FX watchers. All computation is local pandas/numpy; no paid models or APIs.
ECB Balance-Sheet & Liquidity Signals (derived)
Weekly euro-area ECB liquidity signals from the ECB's total assets (FRED ECBASSETSW, 1999 ->, millions of euros): 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, a quantitative-tightening regime flag, a 5-year balance-sheet z-score, and an aggressive-expansion flag. The ECB-side companion to fed-liquidity-signals (WALCL) — balance-sheet expansion (QE) and contraction (QT) drive euro-area financial conditions, sovereign spreads, and the euro. Series covers the changing euro-area composition (11 to 20 countries); rows carry the stable EA20 aggregate code. Raw series: European Central Bank via FRED.
Education Spending Signals (derived)
Annual government education-expenditure signals from the World Bank World Development Indicators (UNESCO via WDI, 1970 ->, % of GDP, keyless): per-economy 5-year changes, 10-year OLS trend slopes, 3-sigma anomaly flags, linear-extrapolation forecasts, 10-year z-scores, per-year cross-country ranks, and high/low spender and investment-push flags. The education-investment lens — which governments are building human capital and which are disinvesting — not covered elsewhere in the catalog. Country labels normalized to ISO alpha-3. Raw data: World Bank WDI indicator SE.XPD.TOTL.GD.ZS.
EM Currency Stress Signals (derived)
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.
Global Energy Transition Signals (derived)
Value-added energy-transition signals derived from the free Our World in Data energy dataset (Energy Institute Statistical Review of World Energy, CC-BY-4.0): annual low-carbon and fossil-fuel electricity shares plus electricity carbon intensity for every country with an ISO code, 2000 -> latest year. Each row carries 5-year transition momentum, the annualized decarbonization rate, 3-sigma anomaly flags vs a trailing-10y baseline, and a per-year cross-country transition rank. All computation is local pandas/numpy; no paid models or APIs.
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