Every agent-payable API.

High-yield OAS minus investment-grade OAS — isolates the incremental risk premium for lower-quality credit. Widens when credit stress is concentrated in weaker issuers. Use for credit differentiation analysis and stress regime detection. Pre-computed daily from BofA index data.

10-year Treasury yield minus 10-year breakeven inflation rate. Represents the real return demanded for long-dated government bonds. Negative real yields historically correlate with risk-asset outperformance. Critical input for equity valuation models and cross-asset allocation. Pre-computed daily.

Core PCE excluding food and energy — the single most important inflation series for Fed policy decisions. The FOMC explicitly targets this at 2%. Persistent deviations drive rate decisions. Monthly frequency with full derived metrics and 30+ year history.

Spread between 10-year and 2-year Treasury yields. The most widely watched yield curve indicator — inversion has preceded every U.S. recession since 1955 with a 6-18 month lead. Positive = normal curve, negative = inverted (recession warning). Pre-computed daily from DGS10 and DGS2.

Chicago Fed composite index of 105 financial indicators covering money markets, debt, equity, and banking. Positive = tighter than average conditions, negative = looser. Weekly frequency, provides a single number summarizing broad financial conditions. Use for macro regime assessment and risk model inputs.

Yield spread between high-yield (junk) bonds and equivalent Treasuries. The premier measure of credit stress and risk appetite in lower-quality debt. Spikes sharply in recessions and crises. Use for risk-off detection, credit cycle timing, and recession probability models. Daily frequency.

30-year fixed mortgage rate minus 10-year Treasury yield. Measures the premium mortgage lenders charge above the risk-free benchmark. Normal range 150-200bps; elevated spread signals lender risk aversion or MBS prepayment concerns. Pre-computed weekly from MORTGAGE30US and DGS10.

Broadest measure of U.S. consumer price inflation, covering all urban consumers. The headline number reported in major economic releases. Use for inflation trend analysis, YoY comparison, and historical regime identification. Monthly frequency from 1947, includes MoM and YoY derived metrics.

Broad U.S. money supply including cash, checking, savings, and money market accounts. Monitored for inflation signals and monetary transmission analysis. Rapid M2 growth preceded the 2021-2023 inflation surge. Monthly frequency with full derived metrics and history back to 1959.

The actual overnight rate at which banks lend reserves to each other, set by Fed open market operations. The primary instrument of U.S. monetary policy. Use for rate cycle identification, policy stance analysis, and macro regime detection. Daily frequency with full history back to 1954.

Federal funds effective rate minus CPI YoY inflation. Measures whether monetary policy is restrictive or accommodative in real terms. Negative real rates = loose policy (historically supports risk assets). Positive real rates = restrictive policy (historically pressures valuations). Pre-computed daily.

Share of the labor force actively looking for work. The headline unemployment rate from the BLS household survey. Use for labor market slack assessment, Phillips curve analysis, and recession identification. Monthly frequency, history back to 1948.

JOLTS job openings divided by BLS unemployed persons count. Above 1.0 means more open jobs than unemployed workers — historically tight labor market. Below 1.0 signals loosening. Peaked above 2.0 in 2022. Pre-computed monthly, directly comparable across cycles.

GDP divided by M2 money supply — measures how efficiently money circulates in the economy. Declining velocity means more money is needed to generate the same output, a deflationary signal. Rising velocity can amplify inflation. Quarterly frequency, critical context for M2 growth interpretation.

CBOE measure of expected 30-day volatility in the S&P 500, derived from options prices. The market's fear gauge. Spikes during crises and risk-off events. Use for risk sentiment analysis, hedging signal generation, and regime detection. Daily frequency with full history.

Total U.S. employment excluding farm workers — the broadest monthly labor market measure. Reported on the first Friday of each month (jobs report). Monthly changes drive major market moves. Use for labor market trend analysis, cycle identification, and Fed reaction function modeling. Monthly frequency.

Total unfilled job positions across the U.S. economy from the JOLTS survey. Measures labor demand. Use to assess labor market tightness, compare with unemployment for supply/demand balance, and feed into the Job Openings to Unemployed ratio signal. Monthly frequency.

Weekly count of new unemployment insurance claims — the most timely labor market indicator available. Released every Thursday, one week lag. First sign of labor market deterioration. Use for real-time recession monitoring and NFP forecasting. Weekly frequency with full derived metrics.

Monthly measure of consumer spending at retail outlets and food service establishments. Covers about 30% of personal consumption. Released early in the following month, one of the first hard data points for current-quarter GDP. Use for consumer health assessment and GDP nowcasting.

St. Louis Fed composite stress index measuring strain in U.S. financial markets. Constructed from 18 weekly data series including rates, spreads, and equity measures. Zero = normal conditions, positive = above-average stress. Weekly frequency, useful for crisis detection and risk-off signals.

30-year fixed mortgage rate — the rate most U.S. homebuyers pay. Directly tied to 10-year Treasury yields plus a spread. Use for housing affordability analysis, refinancing wave detection, and consumer balance sheet modeling. Weekly frequency.

Total value of goods and services produced in the U.S., nominal (current dollar) terms. Quarterly BEA estimate. Use for economic size comparisons, debt-to-GDP calculations, and long-run growth trend analysis. Quarterly frequency with full history back to 1947.

University of Michigan monthly survey of consumer attitudes toward finances, business conditions, and buying conditions. Leading indicator of consumer spending. Sharp drops often precede spending slowdowns. Monthly frequency with full derived metrics and history back to 1952.

Ultra-long U.S. government bond yield representing 30-year borrowing costs. Most sensitive to long-run inflation expectations and fiscal concerns. Used for duration analysis and pension/insurance liability matching. Daily frequency.

Atlanta Fed real-time GDP growth estimate updated continuously with incoming data releases. Provides the most current read on current-quarter GDP before the official BEA estimate. Useful for nowcasting, growth surprise detection, and positioning ahead of GDP releases. Irregular frequency, updated on data release days.

Benchmark long-term U.S. government borrowing rate. Anchors mortgage rates, corporate bond yields, and equity discount rates. Widely used as the risk-free rate in financial models. Critical for duration risk, equity valuation, and global capital flow analysis. Daily frequency, 60+ year history.

Number of new residential construction projects begun. Measures actual housing supply entering the pipeline. Sensitive to mortgage rates, builder confidence, and economic conditions. Monthly frequency with full derived metrics.

Yield spread between investment-grade corporate bonds and equivalent Treasuries. Measures credit risk premium demanded by investors in high-quality corporate debt. Widens in stress, tightens in risk-on environments. Use for credit cycle analysis and risk appetite assessment. Daily frequency.

Number of new residential building permits issued — a leading indicator of future housing construction activity. Leads housing starts by 1-3 months. Use for housing cycle analysis and construction sector modeling. Monthly frequency.

CPI excluding food and energy — the Fed's preferred measure of underlying inflation trend. Strips out volatile components to reveal persistent price pressure. Critical input for Fed policy models and inflation persistence analysis. Monthly frequency with full derived metrics including z-score and percentile rank.

GDP adjusted for inflation — the true measure of economic growth. Quarterly BEA advance, second, and third estimates. Two consecutive negative quarters = technical recession. Use for growth regime identification, cycle dating, and productivity analysis. Quarterly frequency.

Adjust p-values for multiple testing (Bonferroni, Sidak, Holm, Benjamini-Hochberg) and see which tests survive.

Mann-Whitney U test for two independent samples: U, exact p for small samples without ties or normal approximation, effect size.

Odds ratio, relative risk, risk difference and number needed to treat from a 2x2 table, each with a confidence interval.

Exact binomial test of k successes in n trials vs a hypothesised probability, with p-values and the Clopper-Pearson CI.

Fisher's exact test for a 2x2 table: two-sided and one-sided p-values from the hypergeometric distribution, plus odds ratio.

Chi-square goodness of fit (observed vs expected counts) or independence test on a table, with p-value and effect size.

Statistics of numbers. Descriptive statistics for a list of numbers: count, sum, mean, median, mode, min, max, range, population and sample variance and standard deviation, quartiles with IQR, and the 90th, 95th and 99th percentiles (linear interpolation). Up to 10,000 numbers, comma or space separated. Use to summarise measurements, latencies, prices or scores without a spreadsheet.

National price statistics for a billing code (CPT/HCPCS/MS-DRG) from hospital price-transparency files: median and spread of payer-negotiated rates. Answers: what is a fair price for this procedure? Shape varies: a code under one billing_code_type (common case) returns the flat row shown below; a code ambiguous across types instead returns { billing_code, stats_by_type: [...] } — check for a top-level stats_by_type array to tell them apart.

Deepstate, the on-chain order-book exchange on Robinhood Chain. Rolling 24h / 7d / 30d volume and price change for a market.

Stats for a public GitHub repository: stars, forks, open issues, last push date, main language, license. Parameter: ?full_name=<owner>/<repo> (e.g. expressjs/express).

Nearest holiday parks, DOC campsites and DOC huts to a place, with distance and open/closed status. Drive-up stays are ranked before backcountry huts (huts carry walkIn:true). Use for 'where can I stay near X'. If the name is unusual, call /resolve?place=... first (free); a failed lookup is still charged.

Steam reviews scored by how long the reviewer actually played. A negative review from someone with 400 hours means something very different to one from a player with 12 minutes, and the headline percentage treats them the same. Also separates the lifetime rating from the recent one, which is how you spot a game that has just broken.

Steam store appdetails (keyless). POST {appid|appids}. Unpaid empty → 402; after settle empty/invalid → 400 charged:false. New Steam games lane (≠ itunes-search; ≠ tvmaze).

Check capsule art and tag requirements for Steam Coming Soon.

Suite: async card refused after acceptance. A test product on the Agentify test channel; nothing real is delivered.

One-day API key for a weather data API. A test product on the Agentify test channel; nothing real is delivered.

Suite: sync card priced by the price handler. A test product on the Agentify test channel; nothing real is delivered.

Suite: sync card answered after 12 seconds. A test product on the Agentify test channel; nothing real is delivered.

Suite: async card delivered after 15 seconds. A test product on the Agentify test channel; nothing real is delivered.