Financial Liquidity Proxy
A bounded liquidity-regime score for classifying the state of the financial-liquidity cycle and studying changes within it.
Explore the initial three data products. Specifications and synthetic integration samples are available now; real-data delivery awaits rights, legal and release approval.
| Series | Cadence | Observed history | Records | Details |
|---|---|---|---|---|
| sky.flp.weeklyFinancial Liquidity Proxy | Weekly | 2010-10-24 – 2026-10-25 | 836 | Specification |
| sky.flp.monthlyFinancial Liquidity Proxy | Monthly | 1916-03-01 – 2026-10-01 | 1,328 | Specification |
| sky.fli.weeklyFinancial Liquidity Index | Weekly | 2010-10-24 – 2026-10-25 | 836 | Specification |
| sky.fli.monthlyFinancial Liquidity Index | Monthly | 1916-03-01 – 2026-10-01 | 1,328 | Specification |
| sky.gfc.weeklyGlobal Funding Conditions | Weekly | 2010-10-24 – 2026-10-25 | 836 | Specification |
Historical coverage reflects available current-revision/reconstructed observations, not verified point-in-time publication vintages. Commercial historical exports remain unavailable pending rights and release approval.
A bounded liquidity-regime score for classifying the state of the financial-liquidity cycle and studying changes within it.
A liquidity index for studying changes in financial liquidity and comparing its trajectory with asset-price changes, using separately defined weekly and monthly variants.
A funding-conditions research series for examining how global financing conditions evolve and how their timing relates to risk assets.
Preview status: Downloadable historical packages and commercial data licensing are not yet enabled. Observation timing, account onboarding and production delivery are being finalized.
Use the bounded score to organize a study by liquidity regime, then examine changes within each regime. Regime labels and week-to-week direction answer different questions.
First test: do outcomes differ across documented FLP regimes, using the same asset and return window?
Study changes in the liquidity index alongside changes in an asset. Work in rates of change appropriate to the selected variant; weekly and monthly levels use different scales.
First test: when liquidity and an asset diverge over the same three-month window, what follows?
Study financing conditions and the timing of their relationship with assets. Keep observed GFC values separate from any forward-shifted analytical display.
First test: does a lead/lag relationship persist in a later, held-out period?
These are research questions, not claims of demonstrated trading advantage. Compare incremental value against a chosen public liquidity or financial-conditions benchmark using matched dates and out-of-sample tests; no benchmark superiority is established here.
Explore five real output-only historical charts, product specifications, dated structural quality checks and downloadable synthetic JSON/CSV examples.
Tell us which series, history, frequency and delivery format fit your workflow. We will discuss the scope, permitted use, availability and individually quoted terms.
An inquiry does not grant data access or require payment details. Private historical delivery is arranged separately under an agreed license. Experimental datasets are excluded.
Dataset specifications will distinguish observation dates, availability timestamps, reconstructed series, current published values, and analytical alignment changes.