090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
146 datasets
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).
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.
ENSO Climate-Oscillation Signals (derived)
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).
Economic Policy Uncertainty Signals (derived)
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.
US Equity Market Signals (derived)
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).
Euro-Area Sovereign Debt Signals (derived)
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).
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