Reference Library
Data Dictionary
A complete guide to the raw data, engineered features, and regime variables. Use this reference to understand the suffixes (aggregations, transformations, lags) and pipeline-generated metrics encountered in the Data Browser.
Raw Source Registry
Raw Variable Lookup
Search by variable ID or ticker. Only matching raw variables are shown to keep the view clean.
| Variable/Suffix | Name & Description | Type/Source |
|---|
When viewing "Raw Value" in the Monthly dataset (Modeling Engine), note that most source variables are Daily or Weekly. The system automatically compresses them to Monthly frequency using the default aggregation (marked with *).
| Profile | Aggregators Applied | Description |
|---|---|---|
| price_asset | last_1m*, max_1m, min_1m, mean_1m, std_1m, price_dispersion_1m | Captures close price (last), trading range (max/min), average level, volatility (std), and efficiency (dispersion). |
| volume_level | sum_1m*, mean_1m, std_1m | Sum tracks total monthly turnover; mean tracks average daily trading intensity. |
| rate_level | last_1m*, mean_1m, max_1m, min_1m, std_1m | Captures yield levels for mark-to-market plus rate volatility and trading range. |
| step_rate | last_1m* | Policy-style administered rates move in steps, so the month-end level is the primary economic signal. |
| spread_level | last_1m*, mean_1m, std_1m, max_1m, min_1m | Captures spread width as stress plus spread stability via volatility and range. |
| macro_flow | mean_1m*, last_1m | Mean smooths daily noise in flows while last preserves the latest balance snapshot. |
| macro_level | last_1m*, mean_1m, max_1m, min_1m | Captures current level plus peak stress. Max often matters more than the last print during panics. |
| binary_level | max_1m, last_1m*, mean_1m | Last captures the current state; max captures whether the condition triggered at any point in the month. |
| market_level | last_1m*, mean_1m, max_1m, min_1m, std_1m, price_dispersion_1m | Standard OHLC-like summary for non-tradable benchmark indices and broad market levels. |
| risk_metric | last_1m*, max_1m, mean_1m, std_1m | High-water marks and average stress both matter for systemic and tail-risk indicators. |
| factor_return | last_1m* | Month-end value is the primary signal. Fama-French factors are already sourced as monthly data. |
| default_level | last_1m* | Fallback behavior assumes the month-end value is the primary retained signal. |
Profile mapping note: equity, etf, index, future, and other
correspond to the price_asset profile behavior in monthly aggregation.