Background

Institutional Intelligence, Retail Accessibility

goMacro.ai brings Wall Street-grade macroeconomic analysis to retail traders. Powered by Claude Sonnet 4.5 and real-time market data feeds, we democratize access to the insights that move markets.

About the Creator

Built by Jami, a seasoned finance professional with a passion for democratizing institutional-grade market intelligence. After a decade of working both as a platform engineer and institutional trader / market maker in algorithmic trading and fixed income electronification at both Swiss and American banks, I recognized a gap: retail traders had no access to the sophisticated macroeconomic analysis that drives institutional decision-making.

goMacro.ai is the result of combining deep financial expertise with cutting-edge AI. From the economic calendar scenarios to the portfolio consensus engine, every feature is designed to answer one question: "How will this macro economic event actually affect my positions?"

The platform leverages Claude Sonnet 4.5's advanced reasoning capabilities to synthesize multiple data streams into actionable intelligence, all delivered in under 5 seconds. Institutional analysis, reimagined for the individual investor.

Location
Zürich, Switzerland
Experience
Fixed Income Tech • Market Making • Global Macro
Connect

Platform Architecture

goMacro.ai is built on 6 core modules, each engineered with custom prompt frameworks, intelligent caching strategies, and fail-safe data pipelines. Here's the full scope of what powers your institutional-grade analysis.

Economic Calendar Engine

Economic event tracking with AI Powered scenario analysis for every major data release. The system generates Bull/Bear/Base case frameworks at data upload, with specific numeric triggers, asset class implications, and portfolio action recommendations ready for instant retrieval.

Technical Implementation

Scenarios are generated using prompts that incorporate event type, historical volatility, consensus expectations, and current market regime. Post-release actuals are fetched and cached to storage for instant retrieval with 7-day TTL.

Key Capabilities
7-day forward calendar with high/medium/low impact classification
Three-scenario framework (Bull/Bear/Base) generated via Claude Sonnet 4.5
Automatic actual value fetching via web search post-release
Fed speech and FOMC summary integration from curated databases
Educational tooltips and deep-dive modals for every indicator

AI Macro Inference Engine

Advanced prompt engineering framework that transforms raw market data into institutional-quality analysis. Each call is engineered with context-aware prompts incorporating your specific holdings, current macro conditions, and upcoming event risk.

Technical Implementation

Each call includes a specialized prompt template with: current macro context (VIX, yields, regime), ticker-specific technicals (RSI, momentum, volume), recent news sentiment scores, and upcoming event risk factors. The system maintains conversation context for coherent multi-ticker analysis.

Key Capabilities
Context-aware prompts incorporating user's specific portfolio positions
Optimized responses for sub-second summary generation
Structured output parsing for consistent, reliable UI rendering
On-demand personalized action generation based on your watchlist
Real-time market data feeds for accurate consensus modeling

Live Portfolio Analysis Feed

Continuous stream of ticker-specific intelligence combining real-time news headlines, goMacro summaries, and consensus signals. Articles are processed through quality filters, summarized by Claude, and overlaid with Better Buyer/Seller signals from the consensus engine.

Technical Implementation

The feed processes incoming news through a multi-factor quality filter (ticker mention frequency, source reputation, recency, headline relevance), generates concise AI summaries, and overlays consensus signals. Articles are deduplicated by URL and ranked by quality score × recency weighting.

Key Capabilities
Per-ticker news aggregation with original source attribution
AI-powered article summarization highlighting market implications
Better Buyer/Seller signal overlay from consensus scoring
Quality scoring algorithm (0-100) filtering low-relevance noise

Market Consensus Intelligence

Proprietary multi-factor scoring algorithm that synthesizes technical indicators, macro conditions, sentiment data, and event proximity into actionable Better Buyer/Seller signals with confidence ratings for every ticker in your portfolio.

Technical Implementation

The consensus score (0-100) is computed by weighting sub-scores from each pillar. Scores ≥65 generate 'Better Buyer' signals; ≤35 generate 'Better Seller'. Confidence levels (low/medium/high) are derived from score dispersion across pillars and data completeness metrics.

Key Capabilities
4-pillar analysis: Technical (25%), Macro (30%), Sentiment (25%), Events (20%)
RSI calculation with custom momentum and volume trend analysis
Analyst recommendation aggregation from institutional sources
Earnings proximity detection with volatility adjustments
Portfolio-level consensus with individual ticker breakdowns

Multi-Source News Aggregation

Enterprise-grade news pipeline aggregating from 3+ financial data providers with automatic failover, quality scoring, and intelligent deduplication. Includes real-time breaking news detection that triggers cache invalidation for market-moving events.

Technical Implementation

Each article is scored based on ticker mention frequency, source reputation, recency, and headline relevance. Breaking news headlines are scanned against curated trigger keywords with 4-hour recency filtering. Detection triggers immediate cache invalidation across all layers, ensuring users see current analysis during market-moving events.

Key Capabilities
Parallel fetching from Alpha Vantage, Finnhub, and NewsAPI
Automatic fallback cascade ensures news data is always current
7-category breaking news detection (geopolitical, financial crisis, central bank, trade, political, natural disaster, corporate)
Source diversity enforcement limiting articles per domain
Automatic cache bypass and fresh data generation on breaking news

Global Macro Market Intelligence

Real-time macro regime identification synthesizing treasury yields, volatility indices, yield curve dynamics, and Fed policy into portfolio-specific recommendations. The system contextualizes raw data into actionable narratives with Consider/Watch/Opportunity frameworks.

Technical Implementation

The Market Intelligence module synthesizes multiple macro signals through Claude's reasoning engine, generating coherent narratives with three action categories: Consider (immediate portfolio actions), Watch (monitoring triggers and levels), and Opportunity (potential entry points). Cache is invalidated on VIX moves >15% or Treasury shifts >0.15%.

Key Capabilities
Live 10Y Treasury yield tracking with intraday change detection
VIX-based volatility regime classification and alert thresholds
Yield curve inversion monitoring (2s10s spread) with historical context
Fed funds rate integration with forward policy implications
Black swan detection triggering automatic cache invalidation
6
Core Modules
4+
Data Source APIs
<5s
Average Load Time
24/7
Cache Monitoring

Technology Stack

Frontend

Next.js 14 | React 18
Server-Side Rendering (SSR) for Instant Data
TypeScript
Type-safe Architecture

AI & Intelligence

Claude Sonnet 4.5
Advanced AI for market analysis
Financial Reasoning Framework
Institutional-grade scenarios

Data Sources

Alpha Vantage
Market data & news feeds
Finnhub
Stock search & company info
FRED API
Economic indicators
FXStreet
Economic calendar events