090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
5 datasets
BCB Brazil Macro Intelligence
Monthly Brazilian macro-financial intelligence from the Banco Central do Brasil's official keyless SGS time-series API: IPCA and IGP-M monthly inflation (%), the Copom Selic target (% p.a., month-end), and the USD/BRL commercial selling rate (R$ per US$), with trailing-12-month compounded inflation, 1/12-month FX changes, and an ex-ante real-rate approximation (Selic minus 12m IPCA). Full history as published (IPCA from 1980); pre-start months are nulls, never imputed. Who joins this: LatAm rates/FX desks join real-rate and FX momentum on year_month; EM macro models use the Selic-vs-IPCA gap as a policy-stance feature; corporates with BRL exposure use trailing FX changes for hedge timing.
Brazil Macro Signals (derived)
Brazilian macro signals from the Banco Central do Brasil's SGS system (keyless API): the Selic target rate (daily), the USD/BRL exchange rate (daily) and IPCA consumer-price inflation (monthly), with 63-day/3-month momentum, 30-period change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the real Selic rate (Selic minus IPCA 12-month), a 12-month BRL depreciation gauge, a restrictive real-rate flag and a 5-year Selic z-score. The first Latin America / emerging-market central-bank lens in the catalog, complementary to em-currency-stress-signals (FX only) and the developed-market policy sets. All rows normalized to country_code BRA. Raw data: Banco Central do Brasil (commercial re-use terms not verifiable from this machine — flagged unclear in the UI).
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 Findex financial-inclusion signals
Triennial Global Findex financial-inclusion panel (World Bank Global Financial Inclusion Database, waves 2011/2014/2017/2021/2024, 140+ economies, keyless API): account ownership (total + sex, age, income-quintile and urban-rural splits), mobile-money accounts, debit-card ownership and formal saving, plus a derived ML layer — gender/income/age/urban-rural inclusion gaps, wave-over-wave account changes, a gender-gap-narrowing flag, fixed-cut inclusion tiers, a 0-100 composite inclusion index and per-wave cross-country ranks. All rows carry normalized ISO country codes so they join cleanly with other macro and fintech data. Raw data: World Bank, Global Findex Database.
World Bank IDS External-Debt Intelligence (keyless)
Annual EM external-debt sustainability panel, 1990 onward: World Bank International Debt Statistics (IDS) via the keyless WDI API v2 (CC BY-4.0) for 14 major emerging economies — external debt stocks (current US$), debt stocks as % of GNI, and total debt service as % of exports. One row per country x year (three-series intersection, never imputed); carries YoY changes, fixed-cut debt-service and debt/GNI tiers, a documented 0-100 debt-burden score and a rising-service flag. Country-risk / sovereign-debt models join on year + country_code.
Once today's free allowance is used up, AI features can run on your own provider account.
Kept in this browser tab only (cleared when you close it) and sent with each AI request. Our servers use it for that request and never store or log it.