QuantConomy reads thousands of market sources as they publish, classifies what happened, links it to the assets you follow, and surfaces only the signals that move price. Built for retail investors and personal quants.
Every trading day produces more news, filings, and posts than anyone can read. Generic feeds just pile it higher. QuantConomy reads it for you, classifies each event, links it to the assets you follow, and surfaces only what moves the needle.
One row, with the why attached. Not eight hundred headlines.
Triggered by events that matter, not by volume.
FY outlook lowered; margins flagged.
Program expanded; capital return up.
Example output for illustration.
Every signal arrives with the why: what drove it, who is affected, and how strong the move looks.
We map each event to entities and assets, so you move from headline to impact in one step.
Follow assets, sectors, or themes.
Tell QuantConomy what you care about once. Every incoming event gets checked against it, so the right signal finds you instead of the other way around.
We pull news, filings, releases, and market data from across the web into one continuous stream.
AI reads each item: what happened, who it affects, which way it leans, and how much it matters.
You get only the signals that match your watchlist, each with the context attached.
News, filings, releases, and research, aggregated and de-duplicated in real time.
Every item is read and scored, so only what matters reaches you.
Consistent tagging maps each event to companies, products, sectors, and assets.
Direction and strength on every signal, plus the driver behind the move.
Built for global coverage, starting with English-language markets.
Define what you care about once; the right signal finds you.
QuantConomy is in active development. Join the list and you will be among the first to use it, and to shape what it becomes.
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