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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128 jeux de données

forecasting

Bank Credit Cycle Signals (derived)
US bank credit cycle signals (loan growth momentum, delinquency stress regime, anomalies, forecasts)
Signals derived from FRED's US bank-credit series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a delinquency stress-regime flag (1 when the real-estate delinquency rate exceeds its trailing-5-year 75th percentile) mapped onto every row's quarter. Covers TOTLL (weekly bank credit of all commercial banks), BUSLOANS (monthly commercial & industrial loans), REVOLSL (monthly consumer credit outstanding) and DRALACBN (quarterly delinquency rate on all real-estate loans). 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).
- credit
- bank-credit
- loans
- delinquency
lignes
4 627
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Crypto Fear & Greed Signals (derived)
Crypto Fear & Greed signals (crypto sentiment regimes)
Daily crypto-sentiment signals from the alternative.me Crypto Fear and Greed Index (2018-02 ->, 0–100): 7-day and 30-day momentum, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, extreme-fear (<=25) and extreme-greed (>=75) regime flags, a 90-day sentiment z-score, and the provider's own classification. The crypto-sentiment companion to fng-signals (CNN stock-market Fear & Greed) — crypto runs its own sentiment cycle, often leading equities. Keyless JSON API; commercial redistribution not explicitly granted (marked unclear). Global market, rows labeled WLD. Raw series: alternative.me (tobieskrambs GmbH).
- crypto
- bitcoin
- sentiment
- fear-and-greed
lignes
3 156
Qualité
92
Mis à jour
26 sept. 2026
À jour
Licence
Licence incertaine
Crypto Market Signals (derived)
Global crypto market signals (daily volatility, momentum, anomalies, forecasts, drawdowns)
Daily crypto market signals derived from CoinGecko's keyless free API for the 10 largest cryptocurrencies by market capitalization: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-crypto volatility rank and the trailing-365-day drawdown gauge. Keyed to WLD (World); raw prices: CoinGecko (keyless free tier).
- crypto
- bitcoin
- ethereum
- stablecoins
lignes
3 617
Qualité
92
Mis à jour
26 sept. 2026
À jour
Licence
Licence incertaine
Sovereign Debt Signals (derived)
Global sovereign debt & fiscal health signals (debt trajectories, anomalies, drift forecasts)
Annual ML-enriched sovereign debt signals for ~190 economies, derived from IMF World Economic Outlook data: government gross debt (% of GDP), 1-year and 5-year debt changes (percentage points), the current account balance (% of GDP) for twin-deficit analysis, 30-period change volatility, 3-year momentum, 3-sigma anomaly flags versus a trailing 10-year baseline, naive-drift 1-year forecasts, and a per-year cross-country volatility rank. Raw indicators: International Monetary Fund (World Economic Outlook); signals computed locally. All rows carry ISO alpha-3 country_code and join cleanly with other macro datasets.
- sovereign-debt
- fiscal
- debt-sustainability
- current-account
lignes
29 037
Qualité
93
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
Defense Spending Signals (derived)
Global defense-spending signals
Annual military-expenditure burden signals from the World Bank World Development Indicators (SIPRI via WDI, 1960 ->, % of GDP, keyless): per-economy 5-year changes, 10-year OLS trend slopes, 3-sigma anomaly flags, linear-extrapolation forecasts, 10-year z-scores, per-year cross-country ranks, and high/low spender and rearmament-surge flags. The defense-burden lens — rearmament waves and drawdowns normalized across economies — not covered elsewhere in the catalog. Country labels normalized to ISO alpha-3. Raw data: World Bank WDI indicator MS.MIL.XPND.GD.ZS.
- defense
- military-expenditure
- sipri
- world-bank
lignes
8 608
Qualité
96
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
DeFi TVL Signals (derived)
DeFi TVL signals (on-chain capital by chain, drawdown gauges)
Daily DeFi total-value-locked signals from DefiLlama for the top 12 chains by TVL (2017 ->): daily TVL in USD with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 30-day naive-drift forecasts, 5-year TVL z-scores, capital-flight drawdown flags, and per-chain dominance shares. The on-chain-capital lens on crypto — real capital deployed in DeFi, independent of token prices. Companion to crypto-price-signals (prices) and bitcoin-network-health-signals (single-network fundamentals). All rows normalized to country_code WLD. Raw data: DefiLlama (keyless API).
- defi
- tvl
- on-chain
- blockchain
lignes
20 029
Qualité
92
Mis à jour
26 sept. 2026
À jour
Licence
Licence incertaine
Digital-Adoption Signals (derived)
Global digital-adoption signals (World Bank connectivity)
Global digital-adoption signals from World Bank connectivity indicators (keyless API, annual, ~1990 -> 2024, 200+ economies): Internet use (% of population), mobile subscriptions and fixed broadband subscriptions (per 100 people), with 10-year changes, OLS adoption-velocity trends, 3-sigma anomaly flags, 5-year linear-extrapolation forecasts, per-year cross-country ranks, a 5-year catch-up momentum gauge, the digital-divide gap versus the global median, and a connectivity-laggard flag. The first tech/digital-domain value-added set: which countries are catching up and which are falling behind. World Bank API terms permit non-commercial use only — commercial_use flagged 'no' in the UI. All rows normalized to ISO alpha-3 country codes so they join cleanly with every other global dataset. Raw data: World Bank (via ITU).
- digital
- internet
- broadband
- mobile
lignes
22 230
Qualité
96
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
Displacement-Pressure Signals (derived)
Global displacement-pressure signals (UNHCR-derived)
Yearly forced-displacement pressure signals derived from the UNHCR Refugee Population Statistics Database demographics (2001 ->): per-country totals hosted (HOST_<ISO3>) and originated (ORIGIN_<ISO3>), with 5-year change, 10-year OLS trend slopes, 3-sigma anomaly flags, 5-year linear-extrapolation forecasts, per-year cross-country ranks, global burden shares, surge flags, and top-10 host/origin flags. The humanitarian-flow companion to wb-poverty-inequality-signals and wb-demographic-transition-signals. All country labels normalized to ISO alpha-3. Raw data: UNHCR Refugee Population Statistics Database (CC-BY-4.0).
- unhcr
- refugees
- displacement
- forced-migration
lignes
8 970
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Debt-Service Stress Signals (derived)
BIS debt-service stress signals (debt-burden z-scores, stress flags)
Quarterly financial-stress signals derived from BIS debt service ratios (keyless SDMX, WS_DSR, ~30 economies, 1999 ->): the DSR (interest + amortisation over income, %) for households, non-financial corporations and the private non-financial sector, with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma anomaly flags vs a trailing-12-quarter baseline, drift forecasts, per-quarter cross-country volatility ranks, 10-year DSR z-scores, high-stress and rising-burden flags, and the household-minus-corporate sectoral spread. The debt-burden-stress companion to the credit-cycle gap signals. Country codes normalized to ISO alpha-3. Raw data: Bank for International Settlements.
- debt
- debt-service
- financial-stability
- stress
lignes
7 182
Qualité
95
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
ECB Balance-Sheet & Liquidity Signals (derived)
Euro-area ECB balance-sheet & liquidity signals (QE/QT regimes)
Weekly euro-area ECB liquidity signals from the ECB's total assets (FRED ECBASSETSW, 1999 ->, millions of euros): 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, a quantitative-tightening regime flag, a 5-year balance-sheet z-score, and an aggressive-expansion flag. The ECB-side companion to fed-liquidity-signals (WALCL) — balance-sheet expansion (QE) and contraction (QT) drive euro-area financial conditions, sovereign spreads, and the euro. Series covers the changing euro-area composition (11 to 20 countries); rows carry the stable EA20 aggregate code. Raw series: European Central Bank via FRED.
- ecb
- euro-area
- balance-sheet
- quantitative-easing
lignes
1 446
Qualité
92
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
Education Spending Signals (derived)
Global education-spending signals
Annual government education-expenditure signals from the World Bank World Development Indicators (UNESCO via WDI, 1970 ->, % of GDP, keyless): per-economy 5-year changes, 10-year OLS trend slopes, 3-sigma anomaly flags, linear-extrapolation forecasts, 10-year z-scores, per-year cross-country ranks, and high/low spender and investment-push flags. The education-investment lens — which governments are building human capital and which are disinvesting — not covered elsewhere in the catalog. Country labels normalized to ISO alpha-3. Raw data: World Bank WDI indicator SE.XPD.TOTL.GD.ZS.
- education
- human-capital
- unesco
- world-bank
lignes
5 432
Qualité
95
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit
EM Currency Stress Signals (derived)
Emerging-market currency stress signals (depreciation momentum, shock flags)
Signals derived from FRED's daily emerging-market FX series (local currency per USD) for India, Brazil, South Korea and Thailand: 30-day annualized log-return volatility, 63-day depreciation momentum, 1-year depreciation, drawdown depth vs the trailing 1-year high, 3-sigma currency-shock anomaly flags, naive-drift 21-day forecasts and a per-day cross-currency volatility rank. The EM-stress companion to the broad US-dollar-strength signals. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data Federal Reserve Board.
- fx
- emerging-markets
- currency
- depreciation
lignes
44 164
Qualité
100
Mis à jour
26 sept. 2026
À jour
Licence
Usage commercial OK