Finance & macro research
Geopolitical risk data for finance
Turn global events into a queryable time series: structured events by country and sector, with significance and sentiment, ready to backtest and feed into macro and credit research. Event data — not a document index — over a REST API and MCP.
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Event-centric: query 'what changed this week in country X' as structured data.
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Significance, sentiment, and Goldstein scoring across CAMEO+ domains.
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Backtest with historical events; enrich models via a clean REST API.
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Agent-ready via MCP — ask macro questions and get structured answers.