090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
80 datasets
US Monetary Policy Signals (derived)
Daily-to-monthly monetary signals derived from FRED's US money and policy series: 30-period annualized change volatility, 3-month momentum, year-over-year change (the money-supply growth gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the QE/QT tracker (3-month percent change of total Federal Reserve balance-sheet assets; negative = quantitative tightening). Covers the effective federal funds rate (daily and monthly), M1, M2, the monetary base and total Fed balance-sheet assets. 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; US-government series from the Board of Governors of the Federal Reserve System).
Money-Velocity Signals (derived)
Quarterly US money-velocity signals from FRED (1959 ->): the velocity of M1 and M2 money stocks (nominal GDP / money), with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma anomaly flags, drift forecasts, 10-year velocity z-scores, a slow-circulation flag and the M1-minus-M2 circulation gap. The monetarist-transmission lens: how fast money circulates through the economy. The velocity companion to the money-stock levels in us-monetary-signals. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.
Norway Category-Inflation Heat Signals (derived)
Category-level Norwegian inflation signals derived from Statistics Norway's CPI by goods/services group: 12-month inflation rates for twelve COICOP categories plus the all-items total since 2000, with month-on-month rate changes, acceleration gauges, 12-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-category heat ranks, each category's gap versus the all-items total, high-heat (>4%) flags and the share of categories running above 2%. The monetizable signals layer on top of raw Statistics Norway price data. Raw series: SSB StatBank CPI by derived series and goods/services group.
Output & Business-Cycle Signals (derived)
Signals derived from FRED's US output and business-cycle 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 NBER recession-month streak counter. Covers INDPRO (industrial production index), TCU (capacity utilization), DGORDER (manufacturers' durable goods orders) and USREC (NBER recession indicator). 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).
Productivity-Pay Gap Signals (derived)
Quarterly signals derived from BLS productivity and costs data (redistributed by FRED, 1947 ->): 30-quarter annualized change volatility, 1-quarter momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, the real pay-minus-productivity gap (both rebased to 1947 = 100 — the decoupling gauge) and a 10-year gap z-score (the decoupling-regime gauge). 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 Labor Statistics.
Corporate Profit Signals (derived)
Quarterly signals derived from BEA corporate-profits data (redistributed by FRED): 30-quarter annualized change volatility, 1-quarter momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, the economy-wide profit margin (profits as % of GDP) and a 20-quarter margin z-score (the profitability-regime gauge). Covers corporate profits after tax from 1947. 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.
Real Yield & Breakeven Inflation Signals (derived)
Daily/monthly signals derived from FRED's US real-yield and inflation-expectations series: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the 30Y-5Y real curve slope (the real-rate term-premium gauge) and the 30Y-vs-5Y breakeven term spread (long-run vs medium-term inflation expectations). Covers 5Y/7Y/20Y/30Y TIPS real yields, 5Y and 30Y breakeven inflation rates and the 10-year real interest rate. No overlap with the nominal-yield bond-market signals dataset. All rows are normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis (FRED).
Global Reserve-Adequacy Signals (derived)
Annual reserve-adequacy signals derived from the IMF DataMapper (74 economies, 1980 ->): the Fund's official adequacy metrics — reserves/ARA metric, import cover (months), and reserves/short-term-debt — with 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 buffer z-scores, and adequate / thin-buffer / rapid-depletion flags. The balance-sheet buffer companion to the FX and external vulnerability signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
Shelter Inflation Signals (derived)
Monthly signals derived from BLS shelter CPI series (redistributed by FRED): 30-month annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the shelter premium (shelter YoY minus headline CPI YoY — the affordability wedge) and the OER-minus-rent divergence gauge. Covers rent of primary residence from 1915 and owners' equivalent rent from 1983. 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 Labor Statistics.
US Bank Lending Standards Signals (derived)
Quarterly US credit-conditions signals derived from FRED's Senior Loan Officer Opinion Survey (SLOOS): net percentages of banks tightening lending standards for C&I loans, with quarter-on-quarter and year-on-year changes in percentage points, 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-series volatility rank, tightening regime flags with 4-year z-scores, and the large-firm minus small-firm tightening spread (the flight-to-quality gauge). 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 survey: Board of Governors of the Federal Reserve System.
State Coincident-Activity Signals (derived)
Monthly signals derived from the Philadelphia Fed's Coincident Economic Activity Indexes (redistributed by FRED): 30-month annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-state volatility rank, the state-minus-nation cycle-divergence gauge and a 24-month growth z-score (the state business-cycle heat gauge). Covers the national index plus all 50 state indexes from 1979. All rows are normalized to country_code USA so they join cleanly with US macro data; the state identity rides in series_id. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: Federal Reserve Bank of Philadelphia.
State GDP Signals (derived)
Annual US state GDP signals from FRED/BEA (1997 -> latest): all-industry total GDP for the 50 states + DC with 1-year and 10-year growth rates, 10-year growth volatility, 3-sigma anomaly flags, drift forecasts, 10-year growth z-scores and gauges: each state's share of US GDP, a contraction flag and an outperform-vs-US flag. The output lens on regional growth — the GDP companion to the coincident index in fred-state-cycle-signals and the labor lens in state-labor-signals. Raw series: Bureau of Economic Analysis via FRED.
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