QuantVeritas Pre-launch

Read the inflation and growth print
before the desk note hits.

QuantVeritas rebuilds the official inflation and growth data the market watches — CPI, PCE, and GDP, straight from BLS, BEA, and FRED source files — into decompositions, robust gauges, and real-time nowcasts published morning-of-release, with every number traceable to its source series.

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CPI · PCE · GDP coverage Median + trimmed-mean robust gauges Weekly GDP nowcast OIS repricing
Decomposition

Where the print came from

CPI headline broken into shelter, core services ex-shelter, core goods, energy, and food — weighted contributions. PCE reported the way a chain index should be: each cut standalone, no forced partition.

Surprise z-scores

How big the surprise really is

Each subcomponent's surprise scored against its trailing 24-month distribution — same spec on both gauges. See instantly which line items are doing the work.

Robust gauges

The center of the basket

Median and 16% trimmed-mean CPI, reconstructed and tracked against the Cleveland Fed print, plus the breadth read — the share of components rising faster than 3% a year.

CPI ↔ PCE wedge

The gauge the Fed targets

Core CPI and Core PCE side by side, plus supercore (services ex housing). The monthly agreement and the y/y wedge — the difference the FOMC actually reacts to — reconciled every release.

Real-time nowcasts

The read before the release

A weekly, vintage-controlled GDP nowcast scored against Atlanta Fed GDPNow, the NY Fed and the SPF — and high-frequency indicators signaling component pressure between CPI releases.

Curve repricing

How rates moved on it

OIS curve at 8:29 vs. 8:35 ET on the CPI print. Repricing in basis points through year-end, with an EFFR-SOFR basis cross-check that separates Fed-path repricing from money-market plumbing.

What you'll see in your inbox.

The decompositions, robust gauges, and gauge wedge behind every release — with the GDP nowcast tracking in between.

Chart: US CPI Headline vs Supercore m/m % change, trailing 24 months ending March 2026
CPI: Headline vs Supercore (services less rent of shelter), m/m SA. Source: BLS Public Data API v2 (CUSR0000SA0, CUSR0000SASL2RS).
Chart: US Core Inflation CPI vs PCE year-over-year, trailing 24 months ending July 2026
Core inflation: CPI vs PCE, y/y — the gauge wedge. Source: BLS (CUSR0000SA0L1E) and BEA (PCEPILFE) via FRED.

See what subscribers get.

The full Macro Intelligence memo from the March 2026 CPI release — component decomposition, surprise z-scores, OIS reaction window, sector mapping, and conditional positioning bias. Every CPI release now ships with a matched PCE companion — Core PCE, supercore, and the gauge wedge. The weekly GDP nowcast ships its own read, scored against GDPNow, the NY Fed, and the SPF. Reproduced unedited.

Read the CPI sample → Read the PCE sample → Read the GDP nowcast sample →

Two tiers, same release morning.

Every release produces both. Free posts publicly; premium lands in your inbox.

Free — Fintwit thread

The release at a glance

$0 · free

Posted to X within minutes of the release. Hard cap: 300 words.

  • ▸Hook — the headline number or divergence
  • ▸Component read (weighted contributions for CPI; standalone cuts for PCE)
  • ▸Surprise call-outs (|z| ≥ 2 flags)
  • ▸Robust gauges — median and 16% trimmed-mean CPI
  • ▸The CPI-vs-PCE gauge wedge
Notify me at launch
Macro Intelligence
Premium — inbox memo

The full read, with positioning

$29/mo or $290/yr

Launch rate, locked in for life for waitlist subscribers. Standard $49/mo or $490/yr after launch.

Everything in the free tier, plus the trade-floor read. 800–1200 words.

  • ▸Portfolio impact mapped to S&P 500 sectors
  • ▸Tactical positioning (rates / FX / equities) with explicit triggers
  • ▸Matched PCE companion — Core PCE, supercore, and the CPI↔PCE reconciliation
  • ▸Real-time GDP nowcast — weekly, scored against GDPNow, the NY Fed and SPF
  • ▸Week-ahead release watch (5–7 trading days)
  • ▸Downloadable component CSV + the z-score sweep
Join the waitlist

Launch pricing: premium is $29/month or $290/year (about two months free) for the waitlist cohort — locked in for as long as you stay subscribed. The standard rate rises to $49/month / $490/year after launch. One email per release; cancel any time.

Who's behind QuantVeritas.

I'm Terence Agbeyegbe, Professor of Economics at Hunter College, CUNY. Applied econometrician with 20+ years researching the methods most desks use to read inflation. QuantVeritas is the tool I always wished I had on release morning.

I'm joined by Toneukarin Agbeyegbe, Quantitative Analyst, who holds an MS in Statistics from Rutgers University and works on the release analytics and report production.