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
AI Research-Velocity Signals (derived)
Monthly AI/ML research-velocity signals derived from the OpenAlex keyless API (2010 ->): monthly counts of works tagged 'Artificial intelligence' and 'Machine learning', plus AI's share of all indexed works, with 3-month changes, 30-month change volatility, 3-sigma anomaly flags vs a trailing-12-month baseline, naive-drift 1-month forecasts, year-over-year growth, research acceleration, field-share z-scores, and breakout flags. The tech/digital R&D-attention companion to the macro set. Raw data: OpenAlex (keyless API, CC0).
Credit-to-GDP Gap Signals (derived)
Quarterly macroprudential signals derived from BIS credit-to-GDP gaps: the deviation of private-sector credit from its long-run trend for ~44 economies — the Basel III countercyclical-buffer guide — alongside the underlying credit-to-GDP ratio. Each series carries 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, plus Basel guide flags (gap > 2pp, gap > 10pp) and 10-year z-scores. Country codes are normalized to ISO alpha-3 so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_CREDIT_GAP).
Global Long-Run Inflation-Regime Signals (derived)
Long-run inflation signals derived from the BIS long-run consumer price index: year-on-year inflation, acceleration gauges, 3-month momentum, 30-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-country volatility ranks, high-inflation (>5%) and deflation flags, and 10-year inflation z-scores for 63 economies with history in many cases back to 1913. The monetizable inflation-regime signals layer on top of raw BIS consumer-price data. Raw series: BIS long-run consumer price index.
Global House-Price Signals (derived)
Quarterly housing-market signals derived from the BIS selected residential property price indices: real (inflation-deflated) house-price indices (2010 = 100) for ~60 economies and BIS aggregates, with year-on-year and quarter-on-quarter 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, a 10-year overvaluation z-score (froth gauge) and drawdown-from-decade-peak (correction gauge). Country codes are normalized to ISO alpha-3 (BIS aggregates keep stable codes) so rows join cleanly with other country-keyed datasets. Raw series: Bank for International Settlements (WS_SPP).
BIS REER Competitiveness Signals (derived)
Monthly currency-competitiveness signals from the BIS real broad effective exchange rate indices (1994-01 ->, keyless): 3-month momentum, 30-month change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, cross-economy ranks, a 10-year valuation z-score misalignment gauge with over/undervalued flags, 12-month real appreciation rates, and per-month REER-level ranks. All rows carry normalized ISO country codes so they join cleanly with other macro data. Raw data: Bank for International Settlements.
Canada Monetary Policy Signals (derived)
Daily-to-monthly monetary-policy signals derived from Bank of Canada Valet data: 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, plus the real policy stance (target rate minus YoY CPI inflation), the CORRA-target funding-stress spread, the 10Y-2Y Canadian curve-slope spread and a policy-move streak tracker (consecutive hikes/cuts). Covers the BoC target for the overnight rate, the overnight rate, CORRA, 2Y/10Y benchmark bond yields and total/trim/median/common CPI inflation. All rows are normalized to country_code CAN so they join cleanly with Canadian macro data. Raw data: Bank of Canada (Valet API).
BoE UK Yield-Curve Signals (derived)
Daily UK gilt yield-curve signals from the Bank of England GLC nominal spot curve (1979 -> latest): 0.5y/1y/2y/5y/10y/20y/30y spot rates with 1-day, 21-day and 252-day changes, 30-day annualized change volatility, 3-sigma anomaly flags, drift forecasts, 1-year level z-scores and curve-shape gauges: the 10y-2y, 5y-2y and 30y-10y spreads, a curve-inversion flag and 3-month steepening momentum. The full-curve lens on UK rates — the gilt-market companion to the US curve in us-bond-signals and the Canadian curve in boc-bond-signals. Raw data: Bank of England (Open Government Licence).
Bond Market Signals (derived)
Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted 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).
5Y Breakeven Inflation Signals (derived)
Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.
Canada Pump-Price Signals (derived)
Retail pump-price signals derived from Statistics Canada's monthly average retail gasoline, diesel and household heating fuel prices: cents per litre by city/province and fuel type since 1979, with month-on-month and year-on-year changes, 3-month momentum, 12-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-city momentum ranks, and each city's spread versus the national average. The monetizable signals layer on top of raw StatCan retail fuel prices. Raw series: StatCan via the CKAN open-data portal (monthly average retail prices for gasoline and fuel oil).
National Activity Signals (derived)
Monthly signals derived from the Chicago Fed National Activity Index (redistributed by FRED, 1967-03 ->): 30-month change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, the Chicago Fed's 3-month moving-average business-cycle gauge, recession and expansion flags at the Chicago Fed's +/-0.70 thresholds, and a 5-year activity-regime 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: Federal Reserve Bank of Chicago.
Commodity Market Signals (derived)
Daily commodity market signals derived from FRED's energy spot-price series: 30-day annualized volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts and a per-day cross-commodity volatility rank for WTI and Brent crude oil, New York Harbor heating oil and Henry Hub natural gas — plus the connector-derived Brent-WTI spread, the classic gauge of US crude supply gluts and transatlantic dislocations. Keyed to WLD (World); raw prices: Federal Reserve Bank of St. Louis (FRED).
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