090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
3 datasets
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 Intelligence (FRED, keyless)
Weekly US Federal Reserve balance-sheet intelligence panel, 2002-12-18 onward: total assets less eliminations from consolidation (Wednesday level, millions of U.S. dollars, not seasonally adjusted; FRED WALCL, Board of Governors of the Federal Reserve System, H.4.1 Factors Affecting Reserve Balances release, redistributed keyless via FRED fredgraph.csv). Carries 1-week and 52-week changes (levels and percents), the 13-week annualized percent change (the quantitative-tightening pace read), the percent below the trailing 260-week peak (the QT depth gauge), and a contraction_flag marking weeks the balance sheet is smaller than a year earlier. One row per Wednesday x USA; in-window nulls fail loudly, never imputed. Who joins this: rates desks and mortgage lenders join funding costs on year_week + country_code and use the QT pace and contraction_flag as liquidity-regime features; macro models use pct_off_peak as the QT-depth gauge.
Global Reserve-Adequacy Signals (derived)
Annual reserve-adequacy signals derived from the IMF DataMapper (74 economies, 1980 ->): the Fund's official adequacy metrics — reserves/ARA metric, import cover (months), and reserves/short-term-debt — with 1-year and 3-year changes, 30-year change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-year forecasts, per-year cross-country volatility ranks, 10-year buffer z-scores, and adequate / thin-buffer / rapid-depletion flags. The balance-sheet buffer companion to the FX and external vulnerability signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
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