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The Market Reacts in Minutes. You Should Too.
Macro and FX desks are tasked with navigating policy shifts, rate volatility, and flows across dozens of currencies but rely on disjointed research, delayed transcripts, and unstructured noise.
Why FX Signals Break Down
Policy commentary is buried in transcripts, not structured for immediate consumption
Rate differentials and inflation surprises take hours to model across exposures
Currency-specific chatter is hard to isolate and normalize across platforms
High-frequency sentiment and positioning data live in separate tools, slowing reaction
Our Solution
We built an FX signal engine that transforms unstructured macro content, policy events, and positioning data into real-time insights you can act on without switching tools or waiting on summaries.
Solution Components:
Policy & Central Bank Parser – Extracts tone, guidance, and deviation from Fed/ECB/BOJ/BOE remarks
Rate & Inflation Modeler – Tracks and maps macro surprises to currency sensitivity models
Sentiment Signal Layer – Scores cross-platform FX chatter and aligns with macro catalysts
Event-Driven Alert Engine – Flags key deviations across forecasts, speeches, and prints
Output Delivery – Structured outputs for dashboards, real-time alerts, and model consumption
Common Use Cases
Monitor Fed and ECB speeches in real time with tone scoring and cross-asset linkage
Get automated updates on rate differentials, policy expectations, and surprise risk
Feed live positioning sentiment into macro risk models or dashboard overlays
Quickly surface anomalies across FX pairs tied to breaking news or releases
Business Outcomes
Accelerate reaction time to policy statements from hours to minutes
Increase visibility into G10 and EM FX exposure during event windows
Unify macro inputs, sentiment, and positioning in a single stream
Free analysts from parsing transcripts and reconciling disparate sources