090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
US Broad Dollar-Index Intelligence (FRED, keyless)
Daily nominal broad US dollar index, 2006-01-02 onward: the Board of Governors' trade-weighted dollar (DTWEXBGS, H.10, Jan 2006 = 100), weekday published-observation calendar — redistributed keyless via FRED fredgraph.csv. Carries 1/5/21/252 published-day percent changes, the 200-day moving average with deviation from it, and trailing 52-week high/low flags — the outside-world dollar-strength feature for import-cost, export-demand and travel-demand models. Who joins this: retailers read dollar strength as import-cost tailwinds; travel and export shops condition demand on a weak-dollar boost; subscription businesses use dev_from_ma200_pct as a churn/pricing feature. Pairs with fx_signals (ECB bilateral crosses) and fred_trade_balance_intel (the trade flows behind the index).
US Dollar Strength Signals (derived)
Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. 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 from the Board of Governors of the Federal Reserve System.
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