News, read and tagged
Real-time market news with sentiment, language, publishers, and the entities and assets each story touches.
About
AI-native market intelligence.
QuantConomy reads real-time market news, SEC filings, assets, markets, and prediction markets, then turns them into ranked, source-linked signals that both people and AI agents can use. The same signals that show up on a dashboard are reachable by code and by an assistant.
What we cover.
SEC filings as first-class data
Insider trades (Form 4), material events (8-K), institutional holdings (13F), beneficial ownership (13D/G), and proposed insider sales (Form 144).
Assets, markets, and prediction markets
Asset records, OHLCV market data, and prediction-market odds sit beside the news and filing record.
Ranked, source-linked signals
Each signal carries a type, a direction, a strength from 0 to 100, an expiry, and a link back to the source it came from.
Why AI-native
Built for people and the agents they work with.
Most market tools were built for a person staring at a dashboard. QuantConomy is built so the same source-linked signals are reachable by code and by agents.
- API-first. A REST API serves signals, news, SEC data, assets, and markets to your own services.
- MCP-native. An MCP server gives an AI assistant read-only tools backed by the same key and limits as the API.
- Source-linked by default. Every signal keeps a trail back to the news entry or filing it came from, so a person can audit what an agent used.
Who it's for
Investors, traders, and the people building finance agents.
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.
Get in before early access opens
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