README.md

metadata

language:
  - en
license: other
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dataset_info:
  features:
    - name: datetime
      dtype: string
    - name: turing_risk
      dtype: float64
    - name: market_risk
      dtype: float64
    - name: business_risk
      dtype: float64
    - name: political_risk
      dtype: float64
    - name: hs
      dtype: float64
    - name: ma
      dtype: float64
    - name: ewma
      dtype: float64
    - name: garch
      dtype: float64
    - name: ensemble
      dtype: float64
    - name: vix
      dtype: float64
    - name: systemic
      dtype: float64
    - name: turbulence
      dtype: float64
    - name: recession_6
      dtype: float64
    - name: recession_12
      dtype: float64
    - name: recession_24
      dtype: float64
    - name: cape
      dtype: float64
    - name: naiim_neg
      dtype: float64
    - name: aaii_neg
      dtype: float64
    - name: ads_business_neg
      dtype: float64
    - name: nonman_outlook_neg
      dtype: float64
    - name: man_phil_neg
      dtype: float64
    - name: man_tex_neg
      dtype: float64
    - name: man_ny_neg
      dtype: float64
    - name: cfnai_fneg
      dtype: float64
    - name: zew_sent_neg
      dtype: float64
    - name: atlanta_unc
      dtype: float64
    - name: building_index_neg
      dtype: float64
    - name: consumer_index_neg
      dtype: float64
    - name: industry_index_neg
      dtype: float64
    - name: main_index_neg
      dtype: float64
    - name: retail_index_neg
      dtype: float64
    - name: services_index_neg
      dtype: float64
    - name: mics_ics_neg
      dtype: float64
    - name: mics_icc_neg
      dtype: float64
    - name: mics_ice_neg
      dtype: float64
    - name: news_sent_neg
      dtype: float64
    - name: term_spread
      dtype: float64
    - name: credit_spread
      dtype: float64
    - name: corp_bond_distress
      dtype: float64
    - name: misery_index
      dtype: float64
    - name: housing_afford_neg
      dtype: float64
    - name: new_trucks
      dtype: float64
    - name: new_homes
      dtype: float64
    - name: cfsec_neg
      dtype: float64
    - name: us_policy_unc_d
      dtype: float64
    - name: uk_policy_unc_d
      dtype: float64
    - name: china_policy_unc_m
      dtype: float64
    - name: us_market_unc_d
      dtype: float64
    - name: us_policy_vol_m
      dtype: float64
    - name: global_policy_unc_m
      dtype: float64
    - name: us_sovereign_unc_m
      dtype: float64
    - name: geo_unc_d
      dtype: float64
    - name: geo_unc_m
      dtype: float64
    - name: geo_equal_m
      dtype: float64
    - name: web_search_unc_m
      dtype: float64
    - name: thinktank_unc_m
      dtype: float64

Dataset Information

The Turing Risk Index aggregates market, business, and political risk signals into a comprehensive daily indicator. The dataset provides historical values for the headline index along with its underlying components, enabling users to monitor and forecast global risk conditions.

Key Highlights

• Coverage: Daily history of the global Turing Risk Index from SOV.AI.
• Composition: Includes market risk estimates, recession probabilities, volatility measures, macro sentiment surveys, and geopolitical uncertainty metrics.
• Use cases: Assess systemic risk, anticipate market turbulence, and track macroeconomic and geopolitical pressures impacting global markets.

Data Source

Data provided by SOV.AI.