Economic Growth Intelligence for Investors & CFOs
Subscribe to real-time macroeconomic reports, forecast dashboards, and analyst briefings that turn complex data into actionable growth signals for capital allocation, budgeting, and risk management, with automated alerts, scenario tools, board-ready summaries, and transparent methods aligned to institutional decision and reporting cadences.
Purpose-Built Macroeconomic Intelligence
We are an independent research and data platform combining experienced macro analysts with modern data engineering. Our mission is to convert noisy signals into decision-ready insights for investors and CFOs, with transparent methodologies, rigorous validation, and workflows designed for institutional accountability and actionability.
Subscriptions and Advisory
Choose a subscription tailored to your decision cadence, integration needs, and governance requirements. Each plan includes real-time updates, scenario tools, and analyst access calibrated to the depth of support needed for investment committees, treasury planning, and board communications.
Investor Essentials Subscription
Designed for portfolio managers and analysts who need timely macro context, this plan includes the real-time growth monitor, baseline forecasts, weekly macro notes, and alerting. It emphasizes speed, clarity, and core coverage, enabling disciplined, evidence-based allocation decisions without operational complexity or heavy integrations.
9/month
CFO Pro Dashboard
Built for finance leaders aligning budgets and funding to macro realities, this plan adds scenario libraries, inflation and rates modules, credit conditions dashboards, and board-ready executive summaries. API exports integrate with planning tools, and office hours support governance, disclosures, and cross-functional adoption.
9/month
Enterprise Intelligence Suite
For multi-team institutions requiring deep coverage, customized scenarios, and priority analyst briefings, this plan includes enterprise SSO, granular API access, tailored sector outlooks, and integration workshops. Dedicated success management and governance support sustain adoption across investment, treasury, risk, and strategy teams.
9/month
Real-Time Growth Monitor
Track high-frequency indicators fused into a live GDP and demand nowcast that flags turning points early, quantifies momentum across sectors, and benchmarks outcomes against historical regimes, enabling faster adjustments to investment exposures, liquidity plans, and operational budgets under evolving macro conditions.
Nowcast Engine
Our nowcast integrates alternative datasets, official releases, and market-implied signals using regularized models that minimize overfitting while preserving interpretability. Users see contribution decompositions, update timestamps, and confidence bands, enabling disciplined, transparent interpretation of growth momentum and early identification of inflection points before consensus adjusts.
High-Frequency Indicator Coverage
We aggregate mobility, card spending, online prices, inventory turns, freight bookings, electricity loads, and hiring proxies, aligning heterogeneous frequencies through robust filters. Coverage breadth reduces idiosyncratic noise, while consistency checks and revision tracking help users understand data reliability and weigh short-term moves against persistent underlying trends.
Surprise and Momentum Indexes
The platform computes real-time surprise metrics relative to both consensus and our baselines, separating one-off shocks from sustained momentum. Cross-market linkages highlight how growth shocks propagate into rates, credit, and equities, helping users quantify risk premia shifts and prioritize exposures that benefit from evolving macro narratives.
Forecast Dashboards
Access dynamic, scenario-aware forecasts for growth, inflation, policy rates, and unemployment, with structured assumptions, sensitivity sliders, and shock overlays that reveal outcomes under alternative paths, helping teams align capital plans, hedges, and performance targets to clearly documented macro trajectories and probability-weighted ranges.
Baseline and Scenario Library
Explore a curated set of baselines and stress scenarios reflecting plausible policy paths, energy shocks, and external demand shifts. Each scenario documents assumptions, transmission channels, and estimated timing, enabling consistent planning discussions among investment committees, treasury teams, and business unit leaders during fast-changing macro environments.
Assumption Controls and Sensitivities
Interactive controls let users adjust wage growth, productivity, commodity prices, and policy reaction functions. Sensitivity tables update instantly, showing impacts on revenue, margins, and financing costs, supporting transparent trade-off debates and providing an auditable record of decisions for internal governance and external stakeholder communications.
Confidence Intervals and Backtests
Historical backtests, out-of-sample checks, and rolling error diagnostics quantify forecast reliability across regimes. Users view percentile bands and drawdown risks, understand uncertainty structure, and calibrate risk appetite appropriately, improving discipline around entry timing, hedging choices, and contingency triggers tied to objective probabilistic thresholds.
Analyst Briefings
Receive concise, evidence-based analyst briefings that translate data shifts into strategic implications for portfolios, budgets, and funding, emphasizing what changed, why it matters, and which actions to consider, supported by charts, footnoted sources, and consistent language suitable for executive distribution.
- Weekly Macro Note A succinct, chart-driven note highlights the week’s most consequential releases, market moves, and policy signals with clear takeaways for asset allocation and corporate planning. We explain signal quality, structural versus cyclical dynamics, and practical next steps that stakeholders can implement within existing governance processes.
- Event-Driven Flash Briefs Within hours of major data surprises or policy decisions, we deliver flash analyses framing scenario shifts, market pricing gaps, and tactical risks. The brief separates noise from structural change, indicating likely follow-through in growth, inflation, and rates, plus suggested monitoring thresholds to validate or refute the initial move.
- Board-Ready Executive Summaries Executive-ready summaries use plain language and numbered actions tailored for board meetings and CFO updates. They contextualize recent developments against strategic objectives, quantify financial impacts, and propose decision gates, enabling aligned conversations across finance, strategy, and risk without sacrificing analytical rigor or documentation standards.
Sector Outlooks
Examine sector-specific growth exposures, margin drivers, and pricing power across manufacturing, services, energy, and consumer industries, combining bottom-up indicators and top-down signals to highlight risks, demand timing, and relative opportunities for capital deployment and resource allocation decisions.
Inflation and Rates Watch
Monitor inflation drivers and interest rate expectations with decomposition analytics linking wages, rents, goods prices, and import costs to policy paths, providing a coherent view that guides funding decisions, hedging strategies, and price-setting practices across planning horizons.
Contact usInflation Decomposition
Our models decompose headline and core inflation into supply, demand, and policy-driven components, tracking diffusion across categories and persistence metrics. Users see granular contributions and revision histories, enabling informed pricing strategies, inventory decisions, and negotiations with suppliers under changing cost structures and price elasticity conditions.
Yield Curve and Policy Path
We connect inflation dynamics to implied policy paths, term premia, and curve shapes. The dashboard highlights growth and inflation sensitivities embedded in rates, helping treasury teams manage duration, optimize issuance timing, and calibrate hedges with evidence on how macro shocks typically transmit into yields.
Pricing Power and Margins
Combining unit cost trends with competitive intensity and demand elasticity, we identify where pricing power is strengthening or weakening. CFOs can test margin resilience under different inflation paths, plan list price changes, and coordinate communications to investors regarding expected profitability across scenarios.
Labor Market Pulse
Understand employment, wage, and productivity dynamics that drive cost structures and demand, with tools that distinguish cyclical noise from trend changes, helping leaders plan headcount, compensation, automation, and capacity investments responsibly and transparently.
Global Trade and Supply Chains
Assess trade flows, logistics costs, and supply risks with forward-looking indicators that reveal demand shifts, bottlenecks, and inventory cycles across geographies, informing sourcing strategies, pricing decisions, and export exposure management.
Trade Flows Tracker
We align customs data, shipping manifests, and partner balances to identify changing demand across categories and regions. Users can spot early export slowdowns, import restocking waves, and currency effects, refining both hedging strategies and sales pipeline expectations under alternative global growth scenarios.
Logistics and Freight Signals
Port congestion, container rates, air cargo capacity, and rail throughput feed into lead-time risk metrics. The dashboard flags pressure points and relief signals, guiding procurement timing, safety stock decisions, and delivery promises that preserve customer satisfaction while controlling working capital and cash conversion cycles.
Supply Concentration and Resilience
We quantify supplier concentration, geopolitical exposure, and transport dependencies, evaluating resilience under different disruption scenarios. Clear metrics support diversification business cases, contract renegotiations, and contingency planning that balances cost, reliability, and sustainability objectives for complex global operations.
Financial Conditions Index
Our composite index blends rates, spreads, equity risk, volatility, and currency moves to quantify tightening or easing. Historical analogs reveal how similar periods evolved, aiding timing of issuance, buybacks, and allocation shifts when conditions cross thresholds associated with materially changing growth outcomes.
Recession Probability Model
A transparent, multi-signal model estimates recession odds at different horizons, reporting driver contributions and uncertainty ranges. Users can define trigger-based playbooks for cost actions, inventory targets, and exposure hedges that activate when probabilities exceed governance thresholds or market pricing diverges from fundamentals.
Tail Risk Scenarios
We maintain stress scenarios spanning geopolitical shocks, commodity spikes, banking stress, and policy mistakes. Each scenario quantifies macro impacts, market pathways, and operational implications, supporting tabletop exercises and disclosures aligned with regulatory expectations and investor communication requirements.
Policy and Central Bank Tracker
Follow central bank communications, votes, and balance sheet actions alongside fiscal policy changes to understand how guidance and implementation timelines alter growth, inflation, and market pricing, informing funding strategy and scenario design.
Central Bank Pathway
We parse speeches, minutes, and projections to map reaction functions and likely policy paths. Side-by-side comparisons with market-implied rates reveal conviction gaps and timing risks, enabling informed duration positioning and funding plans that reflect changing policy landscapes and credibility assessments.
Fiscal Impulse Monitor
The monitor tracks enacted and proposed fiscal measures, estimating net demand effects, distribution, and timing. We translate fiscal impulses into sector sales impacts, borrowing needs, and inflation pressures, supporting both portfolio tilts and corporate planning synchronized with legislative calendars and execution realities.
Regulatory Change Radar
We scan regulatory developments affecting credit, energy, trade, and labor, flagging operational and financial implications. Impact matrices quantify exposure across industries and geographies, while suggested responses help firms adapt policies, disclosures, and investments before rules materially reshape cost structures or demand patterns.
Liquidity and Credit Conditions
Evaluate funding access, pricing, and rollover risks with integrated views of spreads, issuance windows, bank lending, and private credit, helping finance leaders optimize maturities, covenants, and cash buffers through varying macro regimes.
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ESG and Transition Economics
Analyze economic impacts of climate policy, carbon pricing, and green investment flows to understand transition risks and opportunities, with metrics suitable for board oversight, investor reporting, and regulatory alignment.
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We monitor carbon markets, tax changes, and sector-specific standards, mapping how policy shifts affect cost curves and investment returns. Scenario overlays quantify compliance costs and revenue opportunities, supporting credible decarbonization roadmaps and capital allocation to resilient, future-aligned assets.
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Tracking public and private financing into renewable energy, storage, grids, and electrification reveals where capacity will emerge and which supply chains benefit. The analysis links policy support, permitting timelines, and cost declines to expected volumes, informing growth strategies and risk hedges.
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We connect physical hazards to operational downtime, insurance costs, and regional growth effects. Exposure maps and adaptation investment benchmarks help firms prioritize resilience, while macro linkages clarify how localized shocks can propagate through labor, housing, and credit channels.
Onboarding, Integrations, and Support
Accelerate adoption with guided onboarding, flexible data integrations, and responsive support that align with enterprise security and governance, ensuring teams operationalize insights in planning, portfolio, and reporting workflows without disrupting existing systems or controls.
Implementation Playbook
A structured playbook covers user provisioning, permissioning, and workflow mapping, with milestones to embed dashboards in recurring meetings and reports. We collaborate on success metrics, review usage analytics, and adjust configurations to ensure sustained value beyond initial rollout.
Data Integration and API
REST APIs, webhooks, and scheduled exports integrate forecasts, nowcasts, and metrics into BI tools, data warehouses, and planning systems. Metadata and versioning maintain auditability, while field-level documentation accelerates self-service analytics and reduces dependency on manual extracts.
Training and Governance
We provide role-based training for analysts, portfolio managers, controllers, and executives, plus documentation that supports model risk governance. Clear ownership, change logs, and review cadences ensure responsible use, consistent messaging, and compliant decision records across teams and reporting cycles.
Frequently Asked Questions
What makes this platform different from conventional economic research?
We combine real-time alternative data, transparent modeling, and decision-oriented communication into one workflow. Instead of static reports, you receive continuously updated dashboards, explicit assumptions, sensitivity tools, and executive-ready briefings that map signals to concrete actions for portfolios, budgets, and risk controls.
How often are data and forecasts updated?
High-frequency indicators update intraday or daily, with revision tracking and confidence bands. Nowcasts refresh as new inputs arrive, while forecasts recalibrate on scheduled cycles and major events. Alerts highlight material changes, ensuring stakeholders act before consensus fully prices evolving macro conditions.
Which geographies and sectors are covered?
We maintain core coverage of major developed markets with selected emerging economies where data quality supports reliable signals. Sector modules span manufacturing, services, consumer, energy, and credit-sensitive industries, with drilldowns by region where feasible and explicit documentation when data limitations apply.
How do you ensure methodological transparency and accuracy?
Every model includes documentation, inputs, and diagnostics, plus out-of-sample checks and rolling error metrics. We publish assumption changes, show contribution decompositions, and maintain audit trails. Users can compare our baselines to market-implied pricing and historical analogs to validate reliability across regimes.
Can we integrate data into our BI or planning systems?
Yes. REST APIs, webhooks, and scheduled exports deliver standardized datasets into data warehouses, BI tools, and planning platforms. Field-level metadata, versioning, and sample code accelerate adoption while preserving auditability, access controls, and governance required by institutional policy frameworks.
What is the onboarding process and can we cancel anytime?
Onboarding includes a configuration workshop, user training, and integration setup where applicable. You can cancel at any time from the account portal; service continues through the current billing period. Enterprise plans include success reviews to ensure sustained value and measurable adoption across teams.