Données ouvertes

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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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134 jeux de données

anomaly-detection

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
Canadian Climate Anomaly Intelligence
Canadian climate anomaly intelligence (monthly)
Monthly temperature and precipitation anomalies versus 1981-2010 climate normals for a curated panel of long-record Canadian climate stations, from ECCC's keyless MSC GeoMet OGC API (climate-monthly collection). Each row is one (station, month): mean/min/max temperature, the official normal, the temperature anomaly in C, total precipitation, its normal, the precipitation anomaly in %, snowfall, heating/cooling degree days, warm/cold/wet/dry extreme-month flags, station-record warmest/coldest flags, and a documented 0-100 extreme_score (0.50 |temp anomaly| + 0.30 |precip anomaly| + 0.20 station-record flag) ranked per month with a top-10 most-extreme flag. Station-months below the 25-valid-day coverage gate are dropped, never interpolated. Units: degrees C; mm; %. Caveats: station-identifier based (retired identifiers end, never spliced); ECCC revises history so re-ingests can legitimately differ; normals reference 1981-2010. ECCC Data Services End-use Licence v2.1.1 — commercial_use = yes, attribution required. Primary key: (as_of, station_id, local_date). Cadence: monthly.
- canada
- climate
- monthly
- signals
lignes
64 942
Qualité
100
Mis à jour
27 sept. 2026
À jour
Licence
Usage commercial OK
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
Global Energy Transition Signals (derived)
Global energy transition signals (clean-electricity momentum, decarbonization rates, anomalies)
Value-added energy-transition signals derived from the free Our World in Data energy dataset (Energy Institute Statistical Review of World Energy, CC-BY-4.0): annual low-carbon and fossil-fuel electricity shares plus electricity carbon intensity for every country with an ISO code, 2000 -> latest year. Each row carries 5-year transition momentum, the annualized decarbonization rate, 3-sigma anomaly flags vs a trailing-10y baseline, and a per-year cross-country transition rank. All computation is local pandas/numpy; no paid models or APIs.
- energy
- decarbonization
- renewables
- electricity
lignes
16 083
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
ENSO Climate-Oscillation Signals (derived)
ENSO climate-oscillation signals (El Nino / La Nina gauges)
Monthly ENSO signals derived from the NOAA Climate Prediction Center (ONI, Nino 3.4 SST anomaly, and Southern Oscillation Index, 1950 ->): 3-month changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-10-year baseline, naive-drift 1-month forecasts, per-month cross-series volatility ranks, 10-year anomaly z-scores, and El Nino / La Nina phase flags (ONI +/-0.5C thresholds). The global ocean-atmosphere driver companion to the surface-climate signals. Raw data: NOAA Climate Prediction Center (keyless, public domain).
- enso
- el-nino
- la-nina
- oni
lignes
2 748
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Economic Policy Uncertainty Signals (derived)
Economic policy uncertainty signals (US daily + global monthly, z-score regime gauges, US-vs-world divergence)
Value-added policy-uncertainty signals derived from FRED's mirror of the Baker/Bloom/Davis Economic Policy Uncertainty indices (policyuncertainty.com): daily US EPU (1985 -> present) and monthly global EPU (1997 -> present). Each row carries change volatility, ~3-month momentum, year-over-year change, a trailing-1y uncertainty z-score with an elevated-uncertainty flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the US-vs-world uncertainty divergence gauge. All computation is local pandas/numpy; no paid models or APIs.
- uncertainty
- policy
- sentiment
- risk
lignes
15 597
Qualité
92
Mis à jour
26 sept. 2026
À jour
Licence
Licence incertaine
US Equity Market Signals (derived)
US equity market signals (index momentum, volatility, drawdowns, VIX regime)
Daily equity-market signals derived from FRED's US index and volatility series: 30-day annualized log-return volatility, 3-month momentum, trailing-1-year peak-to-trough drawdowns (the bear-market gauge, index series only), 3-sigma return anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, and the VIX 1-year z-score (the fear-regime gauge). Covers the S&P 500, the Dow Jones Industrial Average, the NASDAQ Composite and the CBOE Volatility Index. 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).
- equities
- sp500
- dow-jones
- nasdaq
lignes
28 335
Qualité
98
Mis à jour
26 sept. 2026
À jour
Licence
Usage commercial OK
Euro-Area Sovereign Debt Signals (derived)
Euro-area sovereign debt signals (quarterly debt trajectories)
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).
- sovereign-debt
- government-debt
- debt
- euro-area
lignes
3 462
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Euro-Area Inflation Signals (derived)
Euro-area inflation signals (ECB 2% target streaks, inflation momentum, anomalies, forecasts)
Signals derived from Eurostat's monthly all-items HICP annual inflation rates (already year-over-year): 3-month momentum in percentage points, an ECB 2%-target gauge (above-target flag + signed target streak), 30-month annualized volatility of inflation-rate changes, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country inflation rank (1 = hottest). Covers 41 series: EU member states plus euro-area (EA20) and EU (EU27) aggregates, monthly 1997 -> present. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Eurostat (prc_hicp_manr).
- inflation
- hicp
- cpi
- ecb
lignes
13 222
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Euro-Area Unemployment Signals (derived)
Euro-area unemployment signals (rates, divergence, distance from EA average)
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.
- unemployment
- labor
- euro-area
- europe
lignes
13 373
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Global External-Balance Signals (derived)
Global external-balance signals (current-account imbalance gauges)
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).
- current-account
- external-balance
- imbalances
- trade-balance
lignes
8 963
Qualité
91
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine