090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
81 datasets
Australia Macro Signals (derived)
Monthly Australia macro signals from OECD Main Economic Indicators (via FRED): headline CPI (AUTCPIALLMINMEI, 1958 ->) and the 10-year Commonwealth Government bond yield (IRLTLT01AUM156N, 1989 ->), with 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, plus a high-inflation flag keyed to the top of the RBA's 2-3% target band, a 10-year-yield 5-year z-score and a yield-spike stress flag. The Australia lens on global macro — a commodity-linked, China-exposed advanced economy. Companion to japan-macro-signals (Asia-Pacific peer). All rows normalized to country_code AUS. Raw series: OECD Main Economic Indicators via FRED.
Bond Market Signals (derived)
Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted spread. 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).
Borrowing-Cost Signals (derived)
US household borrowing-cost signals from Federal Reserve Board lending rates (redistributed by FRED): the bank prime loan rate (monthly, 1949 ->), the commercial-bank credit-card rate and the 48-month new-auto loan rate (quarterly, NSA), with frequency-aware momentum, change volatility, 3-sigma anomaly flags, drift forecasts, cross-series ranks, the lender risk-premium spread over prime, the unsecured-vs-secured (card-minus-auto) wedge, a 5-year borrowing-cost z-score and a high-cost flag. The price-of-credit complement to fred-mortgage-rate-signals (mortgages), us-bank-credit-cycle signals (volumes) and us-bank-lending-standards-signals (willingness to lend). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System via FRED.
5Y Breakeven Inflation Signals (derived)
Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.
US Business-Formation Signals (derived)
Weekly US business-formation signals from Census Bureau Business Formation Statistics (FRED BUSAPPWNSAUS + HBUSAPPWNSAUS, 2006 ->): total and high-propensity business applications with 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, and the high-propensity share of applications (the quality mix of the startup pipeline). The entry-margin lens on the US business cycle — applications lead formations, and high-propensity applications lead employer births. Companion to us-labor-market-signals (established firms) and us-state-coincident-activity-signals (output). All rows normalized to country_code USA. Raw series: U.S. Census Bureau Business Formation Statistics via FRED.
National Activity Signals (derived)
Monthly signals derived from the Chicago Fed National Activity Index (redistributed by FRED, 1967-03 ->): 30-month change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, the Chicago Fed's 3-month moving-average business-cycle gauge, recession and expansion flags at the Chicago Fed's +/-0.70 thresholds, and a 5-year activity-regime z-score. 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: Federal Reserve Bank of Chicago.
US-China Trade Signals (derived)
US-China bilateral goods-trade signals (Census via FRED, monthly 1985 ->): import/export momentum, 30-period change volatility, 3-sigma shock flags, drift forecasts, the bilateral deficit tracker, its 5-year z-score and the export reciprocity gauge. The bilateral lens: where the decoupling story shows up in the numbers. US government data via FRED (free, keyless-by-reuse of the existing FRED key).
Commodity Market Signals (derived)
Daily commodity market signals derived from FRED's energy spot-price series: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-day cross-commodity volatility rank for WTI and Brent crude oil, New York Harbor heating oil and Henry Hub natural gas — plus the connector-derived Brent-WTI spread, the classic gauge of US crude supply gluts and transatlantic dislocations. Keyed to WLD (World); raw prices: Federal Reserve Bank of St. Louis (FRED).
Consumer Pulse Signals (derived)
Signals derived from FRED's US consumer 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 University of Michigan sentiment z-score versus its trailing 12-month window. Covers UMCSENT (consumer sentiment index), TOTALSA (total vehicle sales, SAAR) and RSXFS (advance retail sales). 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).
Bank Credit Cycle Signals (derived)
Signals derived from FRED's US bank-credit series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a delinquency stress-regime flag (1 when the real-estate delinquency rate exceeds its trailing-5-year 75th percentile) mapped onto every row's quarter. Covers TOTLL (weekly bank credit of all commercial banks), BUSLOANS (monthly commercial & industrial loans), REVOLSL (monthly consumer credit outstanding) and DRALACBN (quarterly delinquency rate on all real-estate loans). 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).
ECB Balance-Sheet & Liquidity Signals (derived)
Weekly euro-area ECB liquidity signals from the ECB's total assets (FRED ECBASSETSW, 1999 ->, millions of euros): 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, a quantitative-tightening regime flag, a 5-year balance-sheet z-score, and an aggressive-expansion flag. The ECB-side companion to fed-liquidity-signals (WALCL) — balance-sheet expansion (QE) and contraction (QT) drive euro-area financial conditions, sovereign spreads, and the euro. Series covers the changing euro-area composition (11 to 20 countries); rows carry the stable EA20 aggregate code. Raw series: European Central Bank via FRED.
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.
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.