090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
80 datasets
US Dollar Strength Signals (derived)
Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. 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 the Board of Governors of the Federal Reserve System.
Wage & Productivity Signals (derived)
Monthly/quarterly signals derived from FRED's US earnings and productivity data: 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 real-wage year-over-year gauge (worker purchasing power) and the productivity-minus-pay gap (the decoupling gauge). Covers nominal average hourly earnings, a connector-derived real-earnings series (CPI-deflated) and nonfarm business labor productivity. 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 Wage-Cost Pressure Signals (derived)
Quarterly US labor-cost signals derived from FRED: the Employment Cost Index (total compensation and wages & salaries — the Fed's preferred wage gauge) and nonfarm unit labor costs, with quarter-on-quarter annualized changes, year-on-year percent 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-series volatility rank, CPI-deflated real ECI growth and the ECI-minus-unit-labor-cost spread (the wage-push vs productivity 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: U.S. Bureau of Labor Statistics.
Household Wealth Signals (derived)
Quarterly US household wealth signals from the Fed Z.1 accounts (via FRED, 1951 ->): households and nonprofit organizations net worth in nominal and real (GDP-deflated) terms, with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma wealth-shock flags, drift forecasts, 10-year wealth z-scores, real wealth-growth gauges and a wealth-drawdown flag. The wealth-effect lens on consumption: the stock companion to the saving/debt-flow signals in us-household-balance-signals. All rows normalized to country_code USA. Raw series: Federal Reserve (Z.1) and BEA via FRED.
Global Growth-Inflation Momentum Signals (derived)
Annual global macro-momentum signals derived from the IMF World Economic Outlook (~196 countries, 1980 -> 2031 including WEO projections as published): real GDP growth, CPI inflation and unemployment rates 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, a per-year cross-country volatility rank, the growth-acceleration gauge, the misery index (inflation + unemployment) and a stagflation screen (growth < 1% with inflation > 5%). All rows are country-normalized to verified ISO alpha-3 codes (IMF analytic aggregates excluded) so they join cleanly with other country-keyed datasets. Raw data: IMF World Economic Outlook; derived signals by Frontier Data Hub.
Housing Price Signals (derived)
Signals derived from the BIS real residential property price series (quarterly, as published on FRED) for 18 economies: 30-quarter annualized volatility of quarterly changes, quarterly momentum, year-over-year percent change (the housing boom/bust gauge), a cycle-position percentile of current growth versus each country's own history, 3-sigma anomaly flags, naive-drift 1-quarter forecasts and a per-quarter cross-country volatility rank. 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 Bank for International Settlements.
Sovereign Yield Signals (derived)
Signals derived from the OECD's harmonized 10-year government bond yields (monthly, as published on FRED) for 17 economies: 30-month annualized volatility of monthly yield changes, 3-month momentum, 12-month change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, and the euro-area periphery spread — each euro member's 10y yield minus Germany's on the same month (the core-vs-periphery gauge). 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.
Youth Labor Signals (derived)
Annual ML-enriched youth labor-market signals for ~190 economies, derived from ILOSTAT: youth (15-24) unemployment by sex, the youth-disadvantage ratio (youth rate / adult rate) and the female-minus-male youth gap, 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: International Labour Organization (ILOSTAT, CC BY 4.0). All rows carry ISO alpha-3 country_code and join cleanly with other labor datasets.
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