090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
Federal Housing Finance Agency
Quarterly US state house-price momentum intelligence from the Federal Housing Finance Agency all-transactions House Price Index (keyless CSV, 1980Q1 = 100): index levels for the 50 states plus the District of Columbia back to 1975Q1, with YoY / QoQ / 2-quarter-annualized growth, a documented 0-100 price-momentum score with per-quarter state ranks, expanding / cooling / trailing-4-quarter-record-high flags, and quarter-level context: the national state spread (divergence gauge). Caveats: the latest quarter is preliminary and may be revised; all-transactions indexes blend sales with appraisal data and are noisier than purchase-only; the index is not seasonally adjusted. US federal public-domain data (17 USC 105), attribution required per FHFA terms; source: Federal Housing Finance Agency.
State Housing-Momentum Signals (derived)
Quarterly housing-momentum signals derived from FHFA All-Transactions House Price Indexes (FRED, 50 states + DC + US national, 1975 ->): quarter-on-quarter and year-on-year price changes, 30-quarter change volatility, 3-sigma anomaly flags vs a trailing-12-quarter baseline, drift forecasts, per-quarter cross-state volatility ranks, state-vs-nation divergence gaps, 10-year house-price z-scores, cycle-position percentiles, and boom/cooldown flags. The state-breadth companion to the national housing signals. Country codes normalized to ISO alpha-3 (USA). Raw data: Federal Housing Finance Agency via FRED.
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