090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
144 datasets
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).
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).
Digital-Adoption Signals (derived)
Global digital-adoption signals from World Bank connectivity indicators (keyless API, annual, ~1990 -> 2024, 200+ economies): Internet use (% of population), mobile subscriptions and fixed broadband subscriptions (per 100 people), with 10-year changes, OLS adoption-velocity trends, 3-sigma anomaly flags, 5-year linear-extrapolation forecasts, per-year cross-country ranks, a 5-year catch-up momentum gauge, the digital-divide gap versus the global median, and a connectivity-laggard flag. The first tech/digital-domain value-added set: which countries are catching up and which are falling behind. World Bank API terms permit non-commercial use only — commercial_use flagged 'no' in the UI. All rows normalized to ISO alpha-3 country codes so they join cleanly with every other global dataset. Raw data: World Bank (via ITU).
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