090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
US Equity Market Signals (derived)
Daily equity-market signals derived from FRED's US index and volatility series: 30-day annualized log-return volatility, 3-month momentum, trailing-1-year peak-to-trough drawdowns (the bear-market gauge, index series only), 3-sigma return anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, and the VIX 1-year z-score (the fear-regime gauge). Covers the S&P 500, the Dow Jones Industrial Average, the NASDAQ Composite and the CBOE Volatility Index. 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 Cross-Asset Implied-Volatility Intelligence (FRED, keyless)
Daily US cross-asset implied-volatility panel, 2008-06-03 onward: the CBOE Volatility Index (VIX, S&P 500), Nasdaq-100 vol (VXN), gold vol (GVZ) and crude-oil vol (OVX) — 30-day expected volatility in index points (annualized %), redistributed keyless via FRED fredgraph.csv. Carries the VXN-VIX tech premium and OVX-VIX energy premium, VIX day-over-day changes, a trailing-63-day VIX z-score, a look-ahead-free trailing-252-day VIX percentile, documented calm/elevated/high regimes, a fear-spike flag (VIX up >= 20% in one day) and a 0-100 cross-asset volatility score (mean of the four trailing-252-day percentiles). One row per day all four indexes published; any null fails loudly. Who joins this: risk teams gate portfolio hedges on spike_flag and vol_regime; macro models condition on cross_asset_vol_score as the fear gauge; energy traders watch ovx_vix_spread for oil-specific stress; consumer-spending models use the VIX percentile as a confidence proxy.
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