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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134 jeux de données

anomaly-detection

Fed Liquidity Signals (derived)
US Fed liquidity & balance-sheet signals
Weekly US Federal Reserve liquidity-plumbing signals (2002 ->): total balance-sheet assets, bank reserve balances, and overnight reverse-repo facility usage, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a quantitative-tightening pace gauge, the ON RRP drain share, the reserve cushion share, 5-year balance-sheet z-scores, an RRP surge flag, and an ample-reserves regime flag. The liquidity-plumbing companion to us-monetary-aggregates-signals (money stock) and us-financial-stress-signals (market stress). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System / Federal Reserve Bank of New York via FRED.
- federal-reserve
- balance-sheet
- quantitative-tightening
- reserves
lignes
3 714
Qualité
93
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Financial Stress Signals (derived)
US financial stress signals (NFCI + STLFSI weekly, regime flags, stress spreads)
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.
- financial-stress
- financial-conditions
- risk
- credit
lignes
4 613
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Federal Fiscal Signals (derived)
US federal fiscal signals (debt/deposit momentum, deficit tracker, anomalies)
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).
- fiscal
- debt
- deficit
- federal-budget
lignes
1 002
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Crypto Fear & Greed Signals (derived)
Crypto fear & greed index signals (sentiment momentum, extreme-regime flags, contrarian z-scores)
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).
- sentiment
- fear-and-greed
- crypto
- contrarian
lignes
3 156
Qualité
100
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
Mortgage-Rate Signals (derived)
US mortgage-rate signals (affordability shock & spread gauges)
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.
- mortgages
- housing-finance
- interest-rates
- affordability
lignes
4 725
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Freight-Activity Signals (derived)
US freight-activity signals (goods-demand slowdown/surge gauges)
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.
- freight
- logistics
- transport
- rail
lignes
764
Qualité
92
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
FX Market Signals (derived)
ECB FX market signals (daily volatility, momentum, anomalies, forecasts)
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.
- forex
- fx
- volatility
- momentum
lignes
265 262
Qualité
99
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
Sterling Valuation Signals (derived)
Sterling valuation signals (GBP spot rates, daily momentum, valuation gauges)
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.
- forex
- sterling
- gbp
- exchange-rates
lignes
22 030
Qualité
99
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
US GDP & Output-Gap Signals (derived)
US GDP and output-gap signals (growth, slack, investment/consumption shares)
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.
- gdp
- output-gap
- potential-gdp
- investment
lignes
1 582
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Global CPI Signals (derived)
Global CPI inflation signals (harmonized inflation, momentum, anomalies, forecasts)
Signals derived from the OECD's harmonized total-CPI series (monthly, as published on FRED) for 9 economies: 30-month annualized volatility of monthly CPI changes, 3-month momentum, year-over-year percent change (the inflation gauge itself), 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-month cross-country volatility rank. The international companion to the US-only inflation signals dataset, enabling harmonized cross-country inflation comparison. 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 OECD Main Economic Indicators.
- inflation
- cpi
- harmonized-inflation
- oecd
lignes
7 933
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Global Government-Debt Signals (derived)
Global government-debt signals (sovereign debt-stress gauges)
Annual sovereign-debt signals derived from the IMF DataMapper (general government gross debt, % 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 debt z-scores, 5-year debt-accumulation changes, and high-debt (>90% of GDP) and rapid-accumulation flags. The fiscal-sustainability companion to the WEO growth-momentum signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
- government-debt
- sovereign-debt
- fiscal
- debt-sustainability
lignes
7 025
Qualité
91
Mis à jour
22 sept. 2026
À jour
Licence
Licence incertaine
Global Health-Expenditure Signals (derived)
Global health-expenditure signals (spending, investment gaps)
Yearly global health-expenditure signals from the World Bank WDI (current health expenditure % of GDP, ~190 economies, 2000 ->): 5-year and 10-year changes, 10-year trend slopes, 3-sigma anomaly flags, 5-year extrapolations, spending z-scores, per-year cross-economy ranks, and high / low / rising spender flags. The health-system *input* lens — the spending side of the outcomes in global-health-outcome-signals. All country labels normalized via hub.normalize (ISO alpha-3). Raw data: World Bank WDI (keyless); World Bank terms are non-commercial for derived products.
- health-expenditure
- health-systems
- health-spending
- who
lignes
4 851
Qualité
95
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial interdit