090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
128 datasets
US Freight-Activity Signals (derived)
Monthly goods-demand signals derived from FRED US transport data (Cass shipments, freight transportation services index, rail carloads): month-on-month and year-on-year changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-12-month baseline, drift forecasts, per-month cross-series volatility ranks, and a composite freight-momentum z-score with slowdown/surge flags. The transport-flow companion to the industrial-production and trade signals. Country codes normalized to ISO alpha-3 (USA). Raw data: Cass Information Systems / Bureau of Transportation Statistics / Association of American Railroads via FRED.
FX Market Signals (derived)
Daily FX market signals derived from the ECB's euro foreign exchange reference rates: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-day cross-currency volatility rank for 44 currencies. Currencies are mapped to issuing-country ISO codes so the signals join cleanly with country-keyed macro data. Raw rates: European Central Bank.
Sterling Valuation Signals (derived)
Daily sterling valuation signals derived from the Bank of England's Statistical Interactive Database: GBP/USD and GBP/EUR spot rates plus the broad sterling effective exchange rate index, with 1-day and 5-day percent changes, 30-day annualized change volatility, 3-sigma anomaly flags vs a trailing 60-day baseline, naive-drift 21-day forecasts, a per-day cross-series volatility rank, and 5-year valuation gauges (z-score and percent deviation from the trailing 5-year mean — the cheap/expensive-sterling gauge). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
US GDP & Output-Gap Signals (derived)
Quarterly US national-accounts signals derived from FRED: real GDP growth (QoQ annualized and YoY), the CBO output gap (actual vs potential GDP) with its 10-year z-score, investment and consumption shares of GDP, the GDP-deflator inflation gauge, plus 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts and a per-quarter cross-series volatility rank. 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: U.S. Bureau of Economic Analysis and the Congressional Budget Office.
Global CPI Signals (derived)
Signals derived from the OECD's harmonized total-CPI series (monthly, as published on FRED) for 9 economies: 30-month annualized volatility of monthly CPI changes, 3-month momentum, year-over-year percent change (the inflation gauge itself), 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country volatility rank. The international companion to the US-only inflation signals dataset, enabling harmonized cross-country inflation comparison. 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 OECD Main Economic Indicators.
Global Government-Debt Signals (derived)
Annual sovereign-debt signals derived from the IMF DataMapper (general government gross debt, % 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 debt z-scores, 5-year debt-accumulation changes, and high-debt (>90% of GDP) and rapid-accumulation flags. The fiscal-sustainability companion to the WEO growth-momentum signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
Global Health-Expenditure Signals (derived)
Yearly global health-expenditure signals from the World Bank WDI (current health expenditure % of GDP, ~190 economies, 2000 ->): 5-year and 10-year changes, 10-year trend slopes, 3-sigma anomaly flags, 5-year extrapolations, spending z-scores, per-year cross-economy ranks, and high / low / rising spender flags. The health-system *input* lens — the spending side of the outcomes in global-health-outcome-signals. All country labels normalized via hub.normalize (ISO alpha-3). Raw data: World Bank WDI (keyless); World Bank terms are non-commercial for derived products.
Global Household-Debt Signals (derived)
Annual household-leverage signals derived from the IMF DataMapper (total household debt, all instruments, % of GDP, 44 economies, 1950 ->): 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 debt z-scores, 5-year leverage build-up, and high-debt (>60% of GDP), rapid-rise, and deleveraging flags. The global private-leverage companion to the sovereign-debt signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
Global Surface-Temperature Signals (derived)
Monthly global surface-temperature signals from NASA GISTEMP (global, Northern Hemisphere, Southern Hemisphere land-ocean indices, 1880 ->, anomalies vs 1951-1980): 3-month and 12-month changes, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, 10-year warmth z-scores, trailing-10-year warming trends (C/decade), record-warmth flags, and +1.5 C Paris-threshold flags. The planetary-outcome lens on climate change — the warming behind the CO2 driver (co2-growth), the ENSO driver (enso), and city heat extremes (city-climate-stress). All rows normalized to country_code WLD. Raw data: NASA GISS (keyless, public domain).
Harmonized-Unemployment Signals (derived)
Monthly harmonized-unemployment signals for 20 major economies from the OECD's Infra-Annual Labor Statistics (ILO-harmonized definition, ages 15+, seasonally adjusted; redistributed by FRED): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, drift forecasts, per-month cross-country ranks, a 3-year labor-stress z-score, an elevated-labor-market flag, and a cross-country dispersion gauge for global labor-divergence. The cross-country companion to us-labor-market-signals (US depth) and euro-area-unemployment-signals (euro breadth): one comparable measure for spotting which labor markets crack first. All rows normalized to ISO alpha-3 country codes so they join cleanly with every other global dataset. Raw series: OECD via FRED (commercial re-use of OECD data requires prior permission — flagged in the UI).
Geopolitical-Risk Signals (derived)
Monthly geopolitical-risk signals from the Caldara-Iacoviello GPR data export (1985 -> latest): the benchmark GPR index plus the threats and acts subindices, with 1-month and 12-month changes, 30-month annualized change volatility, 3-sigma anomaly flags, drift forecasts, 5-year tension-regime z-scores, high-risk and spike flags, and the threat-minus-act spread. The news-risk lens on geopolitics — the geopolitical companion to the policy lens in epu-signals and the financial lens in finstress-signals. Raw data: Caldara & Iacoviello.
Health Burden Signals (derived)
Annual ML-enriched population-health signals for ~190 territories, derived from WHO Global Health Observatory data: adult obesity prevalence by sex, the 5-year obesity trend, annual mean PM2.5 concentration and the PM2.5 exceedance multiple versus the WHO 15 µg/m³ guideline, with 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 data: World Health Organization (non-commercial). All rows carry ISO alpha-3 country_code and join cleanly with other health datasets.
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