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
State Housing-Momentum Signals (derived)
Quarterly housing-momentum signals derived from FHFA All-Transactions House Price Indexes (FRED, 50 states + DC + US national, 1975 ->): quarter-on-quarter and year-on-year price changes, 30-quarter change volatility, 3-sigma anomaly flags vs a trailing-12-quarter baseline, drift forecasts, per-quarter cross-state volatility ranks, state-vs-nation divergence gaps, 10-year house-price z-scores, cycle-position percentiles, and boom/cooldown flags. The state-breadth companion to the national housing signals. Country codes normalized to ISO alpha-3 (USA). Raw data: Federal Housing Finance Agency via FRED.
US State Unemployment Signals (derived)
Value-added regional labor signals derived from FRED's free BLS state unemployment-rate series: all 50 states plus the District of Columbia, monthly seasonally adjusted. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y rate z-score, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-state volatility rank, and the cross-state unemployment dispersion gauge (regional labor-market divergence). All computation is local pandas/numpy; no paid models or APIs.
Sticky vs Flexible Inflation Signals (derived)
Monthly signals derived from the Atlanta Fed's sticky-price and flexible-price CPI series (redistributed by FRED, 1968 ->; both series are published as 12-month percent changes): 30-month annualized point-change volatility, 3-month point-change momentum, the 12-month percent change itself, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the sticky-minus-flexible spread (pp — the underlying-inflation gauge) and a 10-year sticky-inflation z-score (the persistence-regime gauge). 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: Federal Reserve Bank of Atlanta.
Global Terms-of-Trade Signals (derived)
Annual terms-of-trade signals derived from the IMF DataMapper (terms-of-trade index, 2010 = 100, 47 Sub-Saharan African economies, 2004 ->): 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 index z-scores, 5-year percent shifts, and sustained improvement / deterioration / shock-year flags. The global price-competitiveness companion to the trade-flow signals. Country codes normalized to verified ISO alpha-3. Raw data: International Monetary Fund (DataMapper, keyless API).
Treasury Foreign-Holdings Signals (derived)
Monthly signals derived from the US Treasury's TIC portfolio-holdings data (redistributed by FRED): 30-month annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-holder volatility rank, the 12-month buying/selling flow gauge (millions of dollars) and each holder's share of total foreign holdings (the concentration gauge). Covers all-foreign holdings plus Japan, China and Canada. Rows are normalized by holder country_code (WLD/JPN/CHN/CAN) so they join cleanly with cross-country data. Underlying data: U.S. Department of the Treasury, Treasury International Capital.
Trade Balance Signals (derived)
Signals derived from FRED's US international-trade series: 30-period annualized volatility of changes, 3-month momentum, year-over-year level change (balance series cross zero, so YoY is a level change, not a percent), 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and a monthly trade-deficit tracker (positive = deficit) mapped onto every row's month. Covers BOPGSTB (monthly trade balance, goods & services), EXPGS/IMPGS (quarterly real exports/imports of goods & services) and NETEXP (quarterly real net exports). 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 the U.S. Census Bureau and the Bureau of Economic Analysis.
US Trade-Price Signals (derived)
Monthly US trade-price signals derived from FRED: BLS import and export price indices for all commodities plus the China-origin import price index, with 1-month and year-on-year percent changes, 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the terms of trade (export/import prices) and the China-vs-world import price trend spread. 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 survey: U.S. Bureau of Labor Statistics, International Price Program.
Trimmed-Mean Inflation Signals (derived)
Monthly underlying-inflation signals from the Dallas Fed trimmed-mean PCE rate (redistributed by FRED, 1977-01 ->): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-series ranks, the trimmed-mean-vs-headline and trimmed-mean-vs-core PCE spreads, and above-target (>2%) / high-underlying (>3%) regime flags. 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: Federal Reserve Bank of Dallas, U.S. Bureau of Economic Analysis.
UK Mortgage & Pass-Through Signals (derived)
Signals derived from the Bank of England's Statistical Interactive Database: 30-period annualized volatility of monthly rate changes, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the bank-rate-to-mortgage pass-through spread (quoted 2-year fixed 75% LTV mortgage minus Bank Rate). Covers IUMBV34 (quoted 2-yr fixed mortgage rate), IUDBEDR (official Bank Rate) and IUDSOIA (SONIA overnight average; daily series aggregated to monthly averages). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
UK Price Heat Signals (derived)
Monthly ML-enriched UK inflation signals derived from ONS CPIH by-category indices (12 COICOP divisions, 1988 -> present): per-category year-over-year inflation with 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags versus a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-category volatility rank, plus a UK-wide inflation-breadth gauge (share of divisions running above 3% YoY). Raw data: Office for National Statistics (Open Government Licence v3.0). Every row is country_code GBR and joins cleanly with UK macro datasets.
US Fuel-Price Signals (derived)
Monthly retail fuel-price signals derived from EIA data via FRED (regular gasoline and on-highway diesel, $/gal): 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, the gasoline-diesel spread with a 3-year z-score, and pump-shock (>+15% in 3 months) and expensive (>$4/gal) flags. The US-side companion to the Canada fuel signals and the retail-price complement to wholesale crude. Country codes normalized to ISO alpha-3 (USA). Raw data: US Energy Information Administration via FRED.
US Natural-Gas Market Signals (derived)
Daily US natural-gas market signals from the EIA Henry Hub spot price (FRED DHHNGSP, 1997 ->, $/MMBtu): 90-day momentum, year-on-year change, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, price-spike day flags, an elevated-price ($5+) flag, a 5-year z-score, and a heating-season flag. The natural-gas companion to us-fuel-price-signals (pump prices) — gas moves on weather, storage, and LNG exports, with some of the sharpest spikes of any commodity. All rows normalized to country_code USA. Raw series: U.S. Energy Information Administration via FRED.
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.