090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
US Inflation Expectations Signals (derived)
Value-added inflation-expectations signals derived from FRED's free University of Michigan Surveys of Consumers 1-year-ahead inflation expectation (monthly, 1978 -> present): the expectations companion to realized-inflation signals. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y expectations z-score, an above-Fed-target flag, a de-anchoring flag (12m average > 3%), 3-sigma anomaly flags and naive-drift 1-month forecasts. All computation is local pandas/numpy; no paid models or APIs.
NY Fed Survey of Consumer Expectations — US consumer expectations intelligence
Monthly US consumer-expectations intelligence built as an intelligence layer over the Federal Reserve Bank of New York's Survey of Consumer Expectations (keyless workbook download, FRBNY license): a month x indicator long panel of inflation / commodity / home-price / earnings expectations, labor-market fear gauges, household-finance expectations and market/fiscal expectations, with month-over-month and year-over-year momentum, 36-month z-scores and record flags, plus documented 0-100 de-anchoring-risk, labor-fear, household-strain and composite consumer-expectations scores, inflation-disagreement and demographic divergence gauges.
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