US bond market signals (yield volatility, momentum, anomalies, curve-inversion tracker)
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).
Qualité
Attribution
Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID, e.g. DGS10, T10Y2Y, BAMLH0A0HYM2; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Observation value in percent as published by FRED for this series (yields, spreads and option-adjusted spreads are quoted in percent); see the series notes for methodology and revisions. (unit: percent) |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| inversion_flag | integer | |
| inversion_streak | integer |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | rank | inversion_flag | inversion_streak |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1962-01-02 | United States | USA | DGS10 | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | 4.06 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-02 | United States | USA | DGS5 | Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis | 3.88 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-03 | United States | USA | DGS10 | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | 4.03 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-03 | United States | USA | DGS5 | Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis | 3.87 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-04 | United States | USA | DGS10 | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | 3.99 | — | — | 0 | — | — | 0 | 0 |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/bond_signals/us_bond_market_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/bond_signals/us_bond_market_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)Point d’accès API: https://datazimuts.com/v1/datasets/bond_signals/us_bond_market_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.