090°Données ouvertes
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.
80 jeux de données
Euro-Area Sovereign Debt Signals (derived)
Quarterly sovereign-debt signals derived from Eurostat government debt data: general-government consolidated gross debt as % of GDP for 32 European economies, with quarter-on-quarter and year-on-year changes, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-country volatility rank, the Maastricht 60%-of-GDP breach flag, debt-trajectory acceleration, the gap to the EA20 aggregate and 10-year debt z-scores. Geo codes are normalized to ISO alpha-3 (EU aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Eurostat (gov_10q_ggdebt).
Euro-Area Unemployment Signals (derived)
Monthly European unemployment signals derived from Eurostat's harmonized unemployment series (35 countries and aggregates, seasonally adjusted, % of labour force): year-on-year and 3-month changes in percentage points, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, the cross-country dispersion of unemployment rates (the euro labor-market divergence gauge) and each country's distance from the EA21 euro-area average. All rows are country-normalized (ISO alpha-3, aggregates kept as stable codes) so they join cleanly with other country-keyed datasets. Raw data: Eurostat (une_rt_m); derived signals by Frontier Data Hub.
Global External-Balance Signals (derived)
Annual external-balance signals derived from the IMF DataMapper (current account balance, % of GDP, ~190 economies, 1980 ->): 1-year and 3-year changes, 30-year change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-year forecasts, per-year cross-country volatility ranks, 10-year balance z-scores, imbalance magnitudes, large-deficit and large-surplus flags, 3-year deterioration gauges and persistent-deficit flags. The external-imbalance companion to the WEO growth-momentum signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
US Financial Stress Signals (derived)
Value-added financial-stress signals derived from FRED's free Federal Reserve financial-conditions indices: the Chicago Fed National Financial Conditions Index (weekly, 1971 -> present) and the St. Louis Fed Financial Stress Index (weekly, 1993 -> present). Each row carries change volatility, 13-week momentum, year-over-year level change, a trailing-1y stress z-score, a tight-financial-conditions regime flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-week cross-series volatility rank, and the NFCI-STLFSI stress spread. All computation is local pandas/numpy; no paid models or APIs.
US Federal Fiscal Signals (derived)
Daily-quiet quarterly fiscal signals derived from FRED's US federal finance series: 30-period annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the quarterly federal balance (receipts minus expenditures — the deficit tracker). Covers total federal public debt, federal current expenditures, federal current receipts, and the federal surplus or deficit. 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 US Treasury Fiscal Service, Bureau of Economic Analysis, and Office of Management and Budget).
Crypto Fear & Greed Signals (derived)
Daily market-sentiment signals derived from the alternative.me Crypto Fear & Greed Index (0-100, keyless free API, history from 2018-02-01): 7-day and 30-day sentiment momentum, 30-day change volatility, 3-sigma anomaly flags, extreme fear/greed regime flags (<=15 / >=85), consecutive-days regime streaks, a 90-day contrarian z-score and naive-drift 1-month forecasts. The sentiment companion to the price-based crypto market signals — no price data here. All rows are normalized to country_code WLD (World). Raw index: alternative.me (free keyless API).
Mortgage-Rate Signals (derived)
Weekly US mortgage-rate signals from the Freddie Mac Primary Mortgage Market Survey (redistributed by FRED, 1971 ->): 30-year and 15-year fixed rates with 13-week momentum, 30-week change volatility, 3-sigma anomaly flags vs a trailing 52-week baseline, 4-week drift forecasts, cross-series ranks, the mortgage-minus-10y-Treasury spread, a 52-week rate-shock gauge, high/low rate flags, and a 10-year affordability z-score. 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: Freddie Mac, U.S. Department of the Treasury.
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.
US Freight-Activity Signals (derived)
Monthly goods-demand signals derived from FRED US transport data (Cass shipments, freight transportation services index, rail carloads): 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, and a composite freight-momentum z-score with slowdown/surge flags. The transport-flow companion to the industrial-production and trade signals. Country codes normalized to ISO alpha-3 (USA). Raw data: Cass Information Systems / Bureau of Transportation Statistics / Association of American Railroads via FRED.
FX Market Signals (derived)
Daily FX market signals derived from the ECB's euro foreign exchange reference rates: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-day cross-currency volatility rank for 44 currencies. Currencies are mapped to issuing-country ISO codes so the signals join cleanly with country-keyed macro data. Raw rates: European Central Bank.
Sterling Valuation Signals (derived)
Daily sterling valuation signals derived from the Bank of England's Statistical Interactive Database: GBP/USD and GBP/EUR spot rates plus the broad sterling effective exchange rate index, with 1-day and 5-day percent changes, 30-day annualized change volatility, 3-sigma anomaly flags vs a trailing 60-day baseline, naive-drift 21-day forecasts, a per-day cross-series volatility rank, and 5-year valuation gauges (z-score and percent deviation from the trailing 5-year mean — the cheap/expensive-sterling gauge). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
US GDP & Output-Gap Signals (derived)
Quarterly US national-accounts signals derived from FRED: real GDP growth (QoQ annualized and YoY), the CBO output gap (actual vs potential GDP) with its 10-year z-score, investment and consumption shares of GDP, the GDP-deflator inflation gauge, plus 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts and a per-quarter cross-series volatility rank. 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: U.S. Bureau of Economic Analysis and the Congressional Budget Office.
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