090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
4 datasets
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.
Fed Liquidity Signals (derived)
Weekly US Federal Reserve liquidity-plumbing signals (2002 ->): total balance-sheet assets, bank reserve balances, and overnight reverse-repo facility usage, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a quantitative-tightening pace gauge, the ON RRP drain share, the reserve cushion share, 5-year balance-sheet z-scores, an RRP surge flag, and an ample-reserves regime flag. The liquidity-plumbing companion to us-monetary-aggregates-signals (money stock) and us-financial-stress-signals (market stress). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System / Federal Reserve Bank of New York via FRED.
US Fed Balance-Sheet Composition Intelligence (FRED, keyless)
Weekly Federal Reserve balance-sheet composition, 2002-12-18 onward: Board of Governors H.4.1 Wednesday levels (millions USD, NSA) for Treasury securities held outright (TREAST), mortgage-backed securities held outright (WSHOMCB) and total assets (WALCL) — redistributed keyless via FRED fredgraph.csv. Carries each leg's share of total assets, week-on-week changes, 13-week annualized runoff paces, distance below each leg's expanding peak, and a balance-sheet-shrinking flag — the quantitative-tightening decomposition for liquidity-regime models. Who joins this: lenders read the MBS/Treasury runoff paces as credit-conditions features; subscription businesses use the shrinking flag as a liquidity-regime covariate for churn and pricing power. Pairs with fred_walcl_intel (total-assets level), fred_money_market_intel (the price of the reserves QT drains) and us_treasury_curve_intel.
US Monetary Policy Signals (derived)
Daily-to-monthly monetary signals derived from FRED's US money and policy series: 30-period annualized change volatility, 3-month momentum, year-over-year change (the money-supply growth gauge), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the QE/QT tracker (3-month percent change of total Federal Reserve balance-sheet assets; negative = quantitative tightening). Covers the effective federal funds rate (daily and monthly), M1, M2, the monetary base and total Fed balance-sheet assets. 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; US-government series from the Board of Governors of the Federal Reserve System).
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