Données ouvertes

Bibliothèque

Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.

Les titres et les descriptions proviennent des sources de données, en anglais.

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159 jeux de données

signals

Trade Balance Signals (derived)
US trade balance signals (deficit tracker, export/import momentum, anomalies, forecasts)
Signals derived from FRED's US international-trade series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change (balance series cross zero, so YoY is a level change, not a percent), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a monthly trade-deficit tracker (positive = deficit) mapped onto every row's month. Covers BOPGSTB (monthly trade balance, goods & services), EXPGS/IMPGS (quarterly real exports/imports of goods & services) and NETEXP (quarterly real net exports). 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 U.S. Census Bureau and the Bureau of Economic Analysis.
- trade
- trade-balance
- trade-deficit
- exports
lignes
1 369
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Trade-Price Signals (derived)
US trade price signals (import/export prices, terms of trade, China price trend spread)
Monthly US trade-price signals derived from FRED: BLS import and export price indices for all commodities plus the China-origin import price index, with 1-month and year-on-year percent changes, 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the terms of trade (export/import prices) and the China-vs-world import price trend 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); underlying survey: U.S. Bureau of Labor Statistics, International Price Program.
- trade
- import-prices
- export-prices
- terms-of-trade
lignes
1 222
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Treasury Yield-Curve Signals (derived)
US Treasury yield-curve signals (term structure)
Daily US Treasury constant-maturity yield-curve signals from the Fed H.15 release (FRED DGS series, 11 tenors from 1-month to 30-year): per-tenor 3-month momentum, year-on-year change, 30-day volatility, 3-sigma anomaly flags, naive-drift forecasts, and 5-year level z-scores, plus cross-tenor curve gauges — 10Y-3M, 10Y-2Y, 2Y-3M, 5Y-2Y, 30Y-5Y spreads, 10Y-3M and 10Y-2Y inversion flags, and 3-month curve steepening. The term-structure-shape lens on US rates — complementing bond-signals (credit spreads and breakeven inflation) with the recession-warning curve dynamics. All rows normalized to country_code USA. Raw series: U.S. Department of the Treasury via FRED.
- treasury
- yield-curve
- interest-rates
- term-structure
lignes
147 223
Qualité
98
Mis à jour
24 sept. 2026
Vieillissant
Licence
Usage commercial OK
US Treasury Fiscal-Pulse Signals (derived)
US Treasury fiscal-pulse signals (high-frequency fiscal flows)
High-frequency US federal fiscal signals from the Treasury Bureau of the Fiscal Service: daily debt velocity (debt-to-the-penny since 1993), the trailing-12-month deficit from Monthly Treasury Statements (nets out the fiscal-year sawtooth), the debt-held-by-public share, and the average interest rate on all interest-bearing debt with its 1-year repricing change. 30-period change volatility, 3-sigma shock flags, drift forecasts and a 12-period baseline. The daily/monthly companion to the quarterly FRED fiscal set. Public-domain US federal data.
- fiscal-policy
- federal-debt
- deficit
- treasury
lignes
20 012
Qualité
97
Mis à jour
25 sept. 2026
À jour
Licence
Usage commercial OK
Trimmed-Mean Inflation Signals (derived)
US trimmed-mean inflation signals (Dallas Fed underlying-inflation gauges)
Monthly underlying-inflation signals from the Dallas Fed trimmed-mean PCE rate (redistributed by FRED, 1977-01 ->): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-series ranks, the trimmed-mean-vs-headline and trimmed-mean-vs-core PCE spreads, and above-target (>2%) / high-underlying (>3%) regime flags. 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: Federal Reserve Bank of Dallas, U.S. Bureau of Economic Analysis.
- inflation
- trimmed-mean
- pce
- dallas-fed
lignes
2 181
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
UK Mortgage & Pass-Through Signals (derived)
UK mortgage & rate pass-through signals (mortgage momentum, bank-rate pass-through spread, anomalies, forecasts)
Signals derived from the Bank of England's Statistical Interactive Database: 30-period annualized volatility of monthly rate changes, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the bank-rate-to-mortgage pass-through spread (quoted 2-year fixed 75% LTV mortgage minus Bank Rate). Covers IUMBV34 (quoted 2-yr fixed mortgage rate), IUDBEDR (official Bank Rate) and IUDSOIA (SONIA overnight average; daily series aggregated to monthly averages). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
- mortgage-rates
- bank-rate
- pass-through
- interest-rates
lignes
1 070
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
UK Price Heat Signals (derived)
UK category inflation heat signals (CPIH by COICOP division, inflation breadth, anomalies)
Monthly ML-enriched UK inflation signals derived from ONS CPIH by-category indices (12 COICOP divisions, 1988 -> present): per-category year-over-year inflation with 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags versus a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-category volatility rank, plus a UK-wide inflation-breadth gauge (share of divisions running above 3% YoY). Raw data: Office for National Statistics (Open Government Licence v3.0). Every row is country_code GBR and joins cleanly with UK macro datasets.
- uk
- inflation
- cpih
- ons
lignes
5 797
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Equity Valuation Signals (derived)
US equity valuation signals (Shiller CAPE regime gauges)
Monthly U.S. equity valuation signals from Robert Shiller's long-run stock-market dataset (1871 ->, keyless): the CAPE ratio and excess CAPE yield with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a 20-year CAPE z-score valuation-regime gauge, over/undervalued flags, a >30 high-valuation flag, and an excess-yield-vs-bonds z-score. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw data: Robert J. Shiller
- equities
- valuation
- cape
- shiller
lignes
3 498
Qualité
92
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
US Fuel-Price Signals (derived)
US fuel-price signals (pump-price shock and spread gauges)
Monthly retail fuel-price signals derived from EIA data via FRED (regular gasoline and on-highway diesel, $/gal): month-on-month and year-on-year changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-12-month baseline, drift forecasts, per-month cross-series volatility ranks, the gasoline-diesel spread with a 3-year z-score, and pump-shock (>+15% in 3 months) and expensive (>$4/gal) flags. The US-side companion to the Canada fuel signals and the retail-price complement to wholesale crude. Country codes normalized to ISO alpha-3 (USA). Raw data: US Energy Information Administration via FRED.
- fuel
- gasoline
- diesel
- retail-prices
lignes
819
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Funding-Stress Signals (derived)
US funding-stress signals (money-market rates, stress regimes)
Daily US money-market funding-stress signals: TED spread (TEDRATE), the Secured Overnight Financing Rate (SOFR), and the Interest Rate on Reserve Balances (IORB), 2018 ->, with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 21-day naive-drift forecasts, SOFR-above-IORB funding-pressure flags, 5-year spread z-scores, and elevated / severe stress-regime flags. The overnight-funding lens on financial stress — the policy-transmission mechanics behind the composite indices. Companion to us-financial-stress-index-signals (STLFSI4/NFCI composites). All rows normalized to country_code USA. Raw series: Federal Reserve / Federal Reserve Bank of New York via FRED.
- money-markets
- funding-stress
- sofr
- ted-spread
lignes
4 995
Qualité
98
Mis à jour
24 sept. 2026
Vieillissant
Licence
Usage commercial OK
US Natural-Gas Market Signals (derived)
US natural-gas market signals (Henry Hub spike & regime gauges)
Daily US natural-gas market signals from the EIA Henry Hub spot price (FRED DHHNGSP, 1997 ->, $/MMBtu): 90-day momentum, year-on-year change, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, price-spike day flags, an elevated-price ($5+) flag, a 5-year z-score, and a heating-season flag. The natural-gas companion to us-fuel-price-signals (pump prices) — gas moves on weather, storage, and LNG exports, with some of the sharpest spikes of any commodity. All rows normalized to country_code USA. Raw series: U.S. Energy Information Administration via FRED.
- natural-gas
- henry-hub
- energy
- commodity
lignes
5 692
Qualité
99
Mis à jour
24 sept. 2026
Vieillissant
Licence
Usage commercial OK
US Coastal Sea-Level Signals (derived)
US coastal sea-level signals (tide gauges, rise gauges)
Monthly coastal sea-level signals from eight long-record NOAA CO-OPS tide gauges (The Battery, Atlantic City, Charleston, Mayport, Key West, San Francisco, Port Orford, Juneau): monthly mean sea level with 3-month and 12-month changes, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, trailing-10-year rise trends (mm/year), rise-acceleration flags, record-high flags, and fast-rise flags. The observed coastal sea-level lens on climate change — the ocean-surface consequence to co2-growth (driver) and city-climate-stress (heat). All rows normalized to country_code USA. Raw data: NOAA CO-OPS (keyless, public domain).
- sea-level
- tide-gauge
- coastal
- climate-change
lignes
8 863
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK