What is a market signal?
A market signal is a scored, directional event tied to an asset. It captures what happened, which way it leans, how strong it is, and where it came from.
What a signal contains
On QuantConomy, every signal carries a type (for example an insider trade or an 8-K event), a direction from very bullish to very bearish, a strength from 0 to 100, a short plain-English reason, the source it came from, and an expiry after which it stops being current.
Signal, alert, and headline are not the same
A headline is raw news. An alert is a notification. A signal is the structured, scored version of an event: something you or an agent can filter, rank, and act on, with the original source still attached.
Where signals come from
QuantConomy derives signals from market news, SEC filings, price and volume moves, options flow, earnings, congressional trades, and prediction markets, plus combinations such as insider and institutional buying converging on the same company.
Questions
Is a market signal a buy or sell recommendation?
No. A signal describes a scored, directional event with its source attached. It is information for your own analysis, not financial advice.
How is signal strength measured?
Strength is a score from 0 to 100. Higher means the underlying event is larger or more material relative to its history, based on the inputs that produced it.
See it in the product
QuantConomy turns this into ranked, source-linked signals for your dashboard and your AI agents. Early access is opening in stages.
Last updated June 3, 2026