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Data library

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

124 datasets

momentum
  • ENSO Climate-Oscillation Signals (derived)

    ENSO climate-oscillation signals (El Nino / La Nina gauges)

    Monthly ENSO signals derived from the NOAA Climate Prediction Center (ONI, Nino 3.4 SST anomaly, and Southern Oscillation Index, 1950 ->): 3-month changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-month forecasts, per-month cross-series volatility ranks, 10-year anomaly z-scores, and El Nino / La Nina phase flags (ONI +/-0.5C thresholds). The global ocean-atmosphere driver companion to the surface-climate signals. Raw data: NOAA Climate Prediction Center (keyless, public domain).

    • enso
    • el-nino
    • la-nina
    • oni
    rows
    2,748
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Economic Policy Uncertainty Signals (derived)

    Economic policy uncertainty signals (US daily + global monthly, z-score regime gauges, US-vs-world divergence)

    Value-added policy-uncertainty signals derived from FRED's mirror of the Baker/Bloom/Davis Economic Policy Uncertainty indices (policyuncertainty.com): daily US EPU (1985 -> present) and monthly global EPU (1997 -> present). Each row carries change volatility, ~3-month momentum, year-over-year change, a trailing-1y uncertainty z-score with an elevated-uncertainty flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the US-vs-world uncertainty divergence gauge. All computation is local pandas/numpy; no paid models or APIs.

    • uncertainty
    • policy
    • sentiment
    • risk
    rows
    15,595
    Quality
    92
    Updated
    Sep 24, 2026
    Fresh
    License
    License unclear
  • US Equity Market Signals (derived)

    US equity market signals (index momentum, volatility, drawdowns, VIX regime)

    Daily equity-market signals derived from FRED's US index and volatility series: 30-day annualized log-return volatility, 3-month momentum, trailing-1-year peak-to-trough drawdowns (the bear-market gauge, index series only), 3-sigma return anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, and the VIX 1-year z-score (the fear-regime gauge). Covers the S&P 500, the Dow Jones Industrial Average, the NASDAQ Composite and the CBOE Volatility Index. 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).

    • equities
    • sp500
    • dow-jones
    • nasdaq
    rows
    28,329
    Quality
    98
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK
  • Euro-Area Sovereign Debt Signals (derived)

    Euro-area sovereign debt signals (quarterly debt trajectories)

    Quarterly sovereign-debt signals derived from Eurostat government debt data: general-government consolidated gross debt as % of GDP for 32 European economies, with 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, the Maastricht 60%-of-GDP breach flag, debt-trajectory acceleration, the gap to the EA20 aggregate and 10-year debt z-scores. Geo codes are normalized to ISO alpha-3 (EU aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Eurostat (gov_10q_ggdebt).

    • sovereign-debt
    • government-debt
    • debt
    • euro-area
    rows
    3,462
    Quality
    98
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Euro-Area Inflation Signals (derived)

    Euro-area inflation signals (ECB 2% target streaks, inflation momentum, anomalies, forecasts)

    Signals derived from Eurostat's monthly all-items HICP annual inflation rates (already year-over-year): 3-month momentum in percentage points, an ECB 2%-target gauge (above-target flag + signed target streak), 30-month annualized volatility of inflation-rate changes, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country inflation rank (1 = hottest). Covers 41 series: EU member states plus euro-area (EA20) and EU (EU27) aggregates, monthly 1997 -> present. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Eurostat (prc_hicp_manr).

    • inflation
    • hicp
    • cpi
    • ecb
    rows
    13,222
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Euro-Area Unemployment Signals (derived)

    Euro-area unemployment signals (rates, divergence, distance from EA average)

    Monthly European unemployment signals derived from Eurostat's harmonized unemployment series (35 countries and aggregates, seasonally adjusted, % of labour force): year-on-year and 3-month changes in percentage points, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, the cross-country dispersion of unemployment rates (the euro labor-market divergence gauge) and each country's distance from the EA21 euro-area average. All rows are country-normalized (ISO alpha-3, aggregates kept as stable codes) so they join cleanly with other country-keyed datasets. Raw data: Eurostat (une_rt_m); derived signals by Frontier Data Hub.

    • unemployment
    • labor
    • euro-area
    • europe
    rows
    13,373
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Global External-Balance Signals (derived)

    Global external-balance signals (current-account imbalance gauges)

    Annual external-balance signals derived from the IMF DataMapper (current account balance, % of GDP, ~190 economies, 1980 ->): 1-year and 3-year changes, 30-year change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-year forecasts, per-year cross-country volatility ranks, 10-year balance z-scores, imbalance magnitudes, large-deficit and large-surplus flags, 3-year deterioration gauges and persistent-deficit flags. The external-imbalance companion to the WEO growth-momentum signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).

    • current-account
    • external-balance
    • imbalances
    • trade-balance
    rows
    8,963
    Quality
    91
    Updated
    Sep 22, 2026
    Fresh
    License
    License unclear
  • Fed Liquidity Signals (derived)

    US Fed liquidity & balance-sheet signals

    Weekly US Federal Reserve liquidity-plumbing signals (2002 ->): total balance-sheet assets, bank reserve balances, and overnight reverse-repo facility usage, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a quantitative-tightening pace gauge, the ON RRP drain share, the reserve cushion share, 5-year balance-sheet z-scores, an RRP surge flag, and an ample-reserves regime flag. The liquidity-plumbing companion to us-monetary-aggregates-signals (money stock) and us-financial-stress-signals (market stress). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System / Federal Reserve Bank of New York via FRED.

    • federal-reserve
    • balance-sheet
    • quantitative-tightening
    • reserves
    rows
    3,714
    Quality
    93
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • US Financial Stress Signals (derived)

    US financial stress signals (NFCI + STLFSI weekly, regime flags, stress spreads)

    Value-added financial-stress signals derived from FRED's free Federal Reserve financial-conditions indices: the Chicago Fed National Financial Conditions Index (weekly, 1971 -> present) and the St. Louis Fed Financial Stress Index (weekly, 1993 -> present). Each row carries change volatility, 13-week momentum, year-over-year level change, a trailing-1y stress z-score, a tight-financial-conditions regime flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-week cross-series volatility rank, and the NFCI-STLFSI stress spread. All computation is local pandas/numpy; no paid models or APIs.

    • financial-stress
    • financial-conditions
    • risk
    • credit
    rows
    4,613
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • US Federal Fiscal Signals (derived)

    US federal fiscal signals (debt/deposit momentum, deficit tracker, anomalies)

    Daily-quiet quarterly fiscal signals derived from FRED's US federal finance series: 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, and the quarterly federal balance (receipts minus expenditures — the deficit tracker). Covers total federal public debt, federal current expenditures, federal current receipts, and the federal surplus or deficit. 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 US Treasury Fiscal Service, Bureau of Economic Analysis, and Office of Management and Budget).

    • fiscal
    • debt
    • deficit
    • federal-budget
    rows
    1,002
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK
  • Crypto Fear & Greed Signals (derived)

    Crypto fear & greed index signals (sentiment momentum, extreme-regime flags, contrarian z-scores)

    Daily market-sentiment signals derived from the alternative.me Crypto Fear & Greed Index (0-100, keyless free API, history from 2018-02-01): 7-day and 30-day sentiment momentum, 30-day change volatility, 3-sigma anomaly flags, extreme fear/greed regime flags (<=15 / >=85), consecutive-days regime streaks, a 90-day contrarian z-score and naive-drift 1-month forecasts. The sentiment companion to the price-based crypto market signals — no price data here. All rows are normalized to country_code WLD (World). Raw index: alternative.me (free keyless API).

    • sentiment
    • fear-and-greed
    • crypto
    • contrarian
    rows
    3,154
    Quality
    100
    Updated
    Sep 24, 2026
    Fresh
    License
    Commercial use OK
  • Mortgage-Rate Signals (derived)

    US mortgage-rate signals (affordability shock & spread gauges)

    Weekly US mortgage-rate signals from the Freddie Mac Primary Mortgage Market Survey (redistributed by FRED, 1971 ->): 30-year and 15-year fixed rates with 13-week momentum, 30-week change volatility, 3-sigma anomaly flags vs a trailing 52-week baseline, 4-week drift forecasts, cross-series ranks, the mortgage-minus-10y-Treasury spread, a 52-week rate-shock gauge, high/low rate flags, and a 10-year affordability 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: Freddie Mac, U.S. Department of the Treasury.

    • mortgages
    • housing-finance
    • interest-rates
    • affordability
    rows
    4,725
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

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