VegaMacro
VegaMacro is a quantitative macro research platform that combines a proprietary Global Liquidity Index (GLI) with AI-powered analysis and conviction-weighted model portfolios. The platform tracks six central banks and ingests data from 35+ FRED series, Marketstack, and CoinGecko to deliver hedge-fund-grade intelligence at a fraction of institutional cost. Its rules-based reallocation engine monitors nine weighted decision factors with six automatic rebalance triggers.
- Data & Analytics
- Financial Technology
- Artificial Intelligence
- Software Only
Funding
Founders
Founder details are not available yet.
Product
Problem
Most macro research platforms fall into two camps: expensive institutional terminals requiring six-figure budgets, or retail newsletters that package consensus as insight. Existing liquidity dashboards typically show central bank balance sheet levels, but marginal changes in global liquidity—not levels—predict business cycles and cross-asset returns, leaving investors without actionable, high-frequency signals.
Solution
VegaMacro combines original quantitative research with real-time data, AI-powered analysis, and conviction-weighted model portfolios. The platform's proprietary Global Liquidity Index (GLI) decomposes central bank balance sheets into stance versus impulse using expanding-window z-scores and real-time orthogonalisation, delivering out-of-sample R² up to 28% in cross-asset return predictions. A rules-based reallocation engine evaluates 9 weighted decision factors with 6 automatic rebalance triggers, while an AI Research Engine auto-generates reports from FOMC minutes, earnings calls, and policy papers. The result is hedge-fund-grade macro intelligence at a fraction of institutional cost.
Target Audience
VegaMacro serves institutional investors, hedge funds, and sophisticated independent traders seeking quantitative macro research and model portfolios without the cost of traditional terminal subscriptions.
Features
- Global Liquidity Index (GLI) decomposing balance sheets into stance versus impulse with real-time orthogonalisation, validated with out-of-sample R² up to 28%
- Tracks 6 central banks (Fed, ECB, BOJ, PBoC, SNB) plus Treasury General Account and Reverse Repo Facility with daily or weekly granularity
- AI Research Engine powered by Claude that auto-generates reports from FOMC minutes, X posts, earnings calls, and policy papers
- Model portfolio with 34 live positions across 14 thematic verticals including AI, defence, decoupling, power, automation, crypto, and hard assets
- Alpha Engine with factor-adjusted thematic scoring mapping themes against 5 macro pillars for autonomous rebalance signals
- Real-time data ingestion from 35+ FRED series, Marketstack equities feeds, and CoinGecko crypto markets
- Rules-based reallocation engine with 9 weighted decision factors, 6 automatic rebalance triggers, and conviction scoring