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.

Variable/Suffix Name & Description Type/Source
Aggregations (Daily to Monthly)

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 = Total Monthly Turnover (Liquidity); mean = Average Daily Intensity.
rate_level last_1m*, mean_1m, max_1m, min_1m, std_1m Captures yield levels (mark-to-market) and rate volatility (critical signal).
spread_level last_1m*, mean_1m, std_1m, max_1m, min_1m Captures spread width (stress) and stability (std).
macro_flow mean_1m*, last_1m mean is robust to single-day noise for flows; last provides a snapshot.
macro_level last_1m*, mean_1m, max_1m, min_1m Captures level and peak stress (e.g., Max VIX is often a better panic signal than Last).
binary_level max_1m, last_1m*, mean_1m last = Current state; max = Did it trigger at all this month?
market_level last_1m*, mean_1m, max_1m, min_1m, std_1m, price_dispersion_1m Standard OHLC-like summary for non-tradable indices.
risk_metric last_1m*, max_1m, mean_1m, std_1m High-water marks (max) and average stress levels are critical for risk.
factor_return last_1m* Month-End (Last) value is the only one that matters. Note: Fama-French data is sourced natively as monthly data, skipping this computation loop entirely.
default_level last_1m* Fallback: Assumes the Month-End (Last) value is the only one that matters.