Euro effective exchange signals (valuation vs 10-year baseline, momentum, volatility)
Value-added euro valuation signals derived from the free European Central Bank effective-exchange-rate statistics: nominal and real (CPI-deflated) EER deviation from trailing-10-year means, valuation z-scores with overvalued-regime flags, 3-month momentum, 12-month volatility and 3-sigma anomaly flags — a compact euro-valuation dashboard for FX watchers. All computation is local pandas/numpy; no paid models or APIs.
Qualité
Attribution
European Central Bank statistics; derived signals by Frontier Data Hub
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Reference month of the observation (first day of the month), as published in the ECB effective-exchange-rate statistics. |
| country | string | |
| country_code | string | |
| series_id | string | Derived series identifier: EER_NOMINAL (euro nominal effective exchange rate vs the narrow EER-12 group) or EER_REAL (euro real effective exchange rate, CPI-deflated). |
| series_label | string | Human-readable series label naming the ECB effective-exchange-rate series. |
| value | float | Effective exchange rate index value as published by the European Central Bank. |
| deviation_10y | float | |
| valuation_z_10y | float | |
| overvalued_flag | integer | |
| momentum_3m | float | |
| volatility_12m | float | |
| anomaly_flag | integer |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | deviation_10y | valuation_z_10y | overvalued_flag | momentum_3m | volatility_12m | anomaly_flag |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1981-09-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 100.4448 | — | — | 0 | — | — | 0 |
| 1981-10-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 100.1132 | — | — | 0 | — | — | 0 |
| 1981-11-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 98.8812 | — | — | 0 | — | — | 0 |
| 1981-12-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 97.5762 | — | — | 0 | -2.855896970276217 | — | 0 |
| 1982-01-01 | Euro area (20 countries) | EA20 | EER_NOMINAL | Euro nominal effective exchange rate against narrow group of trading partners (EER-12) (European Central Bank) | 97.1645 | — | — | 0 | -2.945365845862491 | — | 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/ecb_eurofx_signals/euro_effective_exchange_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/ecb_eurofx_signals/euro_effective_exchange_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/ecb_eurofx_signals/euro_effective_exchange_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.