Aller au contenu

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.

146 jeux de données

signals

  • 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

  • Euro Effective Exchange Signals (derived)

    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.

    • fx
    • euro
    • effective-exchange-rate
    • valuation
    lignes
    944
    Qualité
    99
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • 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
    25 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
    15 595
    Qualité
    92
    Mis à jour
    24 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
    28 329
    Qualité
    98
    Mis à jour
    24 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

Utiliser votre propre clé d’IA

Une fois l’allocation gratuite du jour épuisée, les fonctions d’IA peuvent passer par votre propre compte fournisseur.

Conservée uniquement dans cet onglet (effacée à sa fermeture) et envoyée avec chaque requête d’IA. Nos serveurs l’utilisent pour cette requête et ne la stockent ni ne la journalisent jamais.