QuantConomy turns real-time market news, SEC filings, and market data into ranked, source-linked signals. Built for your dashboard and your AI agents, over one REST API and an MCP server.
Every trading day produces more news, SEC filings, price data, and event records than anyone can read. Generic feeds just pile it higher. QuantConomy connects entries, filings, assets, markets, and ranked alerts, then puts the watchlist-relevant items first.
One row with the filing trail attached. No digging through raw documents.
Alerts triggered by news, filings, market records, and source-linked events tied to the assets you follow.
Item text parsed; materiality scored.
Proposed sale linked to later Form 4 rows.
Example output for illustration.
Every alert explains what happened, which asset it touches, why it was flagged, and where the source came from.
Insider trades, institutional holdings, ownership filings, tender offers, and registration statements can be searched beside the asset record.
Follow tickers, issuers, insiders, publishers, and alert types.
Tell QuantConomy what you care about once. Incoming entries, filings, and alerts are checked against it, so the relevant row reaches you first.
QuantConomy is preparing direct API access and an MCP layer for people who want market data inside their own assistant, research workflow, or trading notes. Companies are moving work into agents; the standard should be the same source-linked trail a human analyst would check.
API keys, SEC routes, and signal routes are being opened in stages.
The MCP server is being packaged as a separate agent access layer on top of the client API.
Agent calls use the same API keys and limits as direct API calls.
News entries, SEC filings, assets, markets, prediction markets, and candles enter one stream.
Entries get source data, sentiment, language, asset links, entity links, and cluster context.
SEC routes add insider trades, 13F holdings, Form D offerings, 8-K items, and filing text analysis.
Your feed shows the watchlist-relevant entries and ranked alerts first, with source context attached.
The product is moving from a waitlist site to a paid beta. We are starting with read-only outputs, visible source trails, and access paths that can be metered before anything touches execution.
The public site shows the input layer: financial news moving into a richer signal surface.
A paid brief will turn the strongest news, SEC, and prediction-market rows into a daily read.
API keys, billing, usage, SEC access, and signal endpoints are being prepared for external users.
The MCP server will sit beside the client API so assistants can query signals and filings directly.
Entries carry source, publisher, author, language, sentiment, assets, topics, and related alerts.
Form 4 trades, 13F holdings, 13D/G ownership, 8-K items, proxy statements, and filing text analyses.
Each alert carries the asset, source entry, direction, strength, and expiry window.
Assets, trading-pair markets, and OHLCV candles sit beside the news and filing record.
Related entries are grouped into story clusters, with publisher and source metadata attached.
Prediction market data and outcomes can be read next to news, assets, and alerts.
QuantConomy is an AI-native market-intelligence platform. It turns real-time market news, SEC filings, assets, markets, and prediction markets into ranked, source-linked signals, available on your dashboard and to AI agents over a REST API and an MCP server. It is in early access ahead of a public launch.
Real-time news entries with sentiment and entity tagging, SEC filings (insider trades, 8-K events, 13F holdings, 13D/G ownership, Form 144 sales), assets and OHLCV market data, prediction markets, and ranked signals derived from all of them.
A signal is a scored, directional event tied to an asset. Each one carries a type (such as an insider trade or an 8-K event), a direction from very bullish to very bearish, a strength from 0 to 100, the source it came from, and an expiry.
Yes. A REST API and an MCP (Model Context Protocol) server are in beta, so both your own code and AI agents can query the same signals, news, filings, assets, and markets.
Yes. The MCP server exposes read-only tools such as list_signals, search_entries, and sec_insider_trades, so an assistant can pull source-linked market context with the same key and limits as the API.
Retail investors who want fewer tabs, quantitative and algorithmic traders who need structured data, and developers building finance-aware AI agents.
QuantConomy is in active development and opening in stages. Join the early-access list with your email and we will notify you, and share access details, before launch.
QuantConomy is in active development. Join the list to try the first release and tell us which signals matter most for your workflow.
Leave your email and we will reach out when early access opens.
