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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.

5 jeux de données

risk
  • 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
    Vieillissant
    Licence
    Licence incertaine
  • 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
  • Geopolitical-Risk Signals (derived)

    Geopolitical-risk signals (Caldara-Iacoviello GPR)

    Monthly geopolitical-risk signals from the Caldara-Iacoviello GPR data export (1985 -> latest): the benchmark GPR index plus the threats and acts subindices, with 1-month and 12-month changes, 30-month annualized change volatility, 3-sigma anomaly flags, drift forecasts, 5-year tension-regime z-scores, high-risk and spike flags, and the threat-minus-act spread. The news-risk lens on geopolitics — the geopolitical companion to the policy lens in epu-signals and the financial lens in finstress-signals. Raw data: Caldara & Iacoviello.

    • geopolitical-risk
    • gpr
    • news
    • risk
    lignes
    1 500
    Qualité
    92
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Licence incertaine
  • NEO close-approach risk intelligence (agent-curated)

    Near-Earth object close-approach risk intelligence (monthly)

    Monthly risk intelligence on every Earth close approach within 0.05 AU in the rolling 90-day window, from the official keyless NASA/JPL CNEOS Close-Approach Data API. Each approach event is entity-resolved (canonical designation; an is_named flag marks numbered+named objects vs provisional-only designations), deduped, and unit-normalized (miss distance in AU, lunar distances and km side by side). Diameter is estimated from absolute magnitude H via D = 1329/sqrt(0.14) * 10^(-H/5) and flagged as an estimate (NULL when H is missing); a documented kinetic-energy proxy in megatons of TNT assumes a spherical 3000 kg/m^3 body. A documented PHA-candidate rule (H <= 22 and dist_min <= 0.05 AU — a conservative implementation of NASA's PHA definition, not the official roster) flags potentially hazardous objects. The 0-100 risk_score = 100 * (45% exp(-dist_ld/8) + 30% min(1, log10(diameter_m)/3.3) + 15% min(1, v_rel/72) + 10% PHA bonus) is ranked as risk_rank (1 = riskiest; ties: miss distance asc, approach id asc) with risk_tier bands (elevated >= 70, watch >= 45, routine >= 20, minimal below). Per-object window context (approach count, closest-approach flag) and the exact JPL Small-Body Database lookup URL sit behind every row. Columns: as-of date, ISO week, approach id (primary key), designation, is_named flag, full designation verbatim, orbit id, approach datetime/date (ISO), nominal/min/max miss distance (AU), miss distance (lunar distances, km), relative velocity (km/s), absolute magnitude H (nullable), estimated diameter (m, nullable), diameter source, size class, PHA-candidate flag, energy proxy (MT TNT, nullable), risk score + tier + rank, window approach count, closest-approach flag, JPL lookup URL, row hash. Nullability: abs_magnitude_h, diameter_m and energy_mt_tnt are null where the API carried no value — kept, never invented. Caveats: risk_score is within-snapshot relative, not comparable across months; diameter and energy are order-of-magnitude estimates under documented assumptions, not measurements or impact predictions; pha_candidate is an approximation, not the official JPL PHA list. Sample use: order by risk_rank for the month's most noteworthy approaches, filter pha_candidate for potentially hazardous objects, or group by size_class.

    • spaceflight
    • nasa
    • asteroids
    • risk
    lignes
    43
    Qualité
    100
    Mis à jour
    25 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Recession-Probability Signals (derived)

    US recession-probability signals (NY Fed smoothed probabilities)

    Monthly US recession-probability signals from the New York Fed's Smoothed U.S. Recession Probabilities (Chauvet-Piger dynamic-factor Markov-switching model, redistributed by FRED, 1967 ->): the forward-looking probability that the economy is in recession, with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year probability z-score, elevated (>=30) and recession-call (>=50) flags, a surging-risk flag, and a high-probability streak counter. The forward-looking companion to the NBER-based realized recession flag in us-output-business-cycle-signals. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of New York via FRED.

    • recession
    • business-cycle
    • recession-probability
    • new-york-fed
    lignes
    710
    Qualité
    100
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

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