QuantVeritas Pre-launch

Read the CPI print before
the desk note hits.

QuantVeritas turns each BLS release into a clean component decomposition, surprise z-scores, and the implied OIS curve shift — in your inbox within 5 minutes of 8:30 AM ET.

One email per release. No spam. Unsubscribe any time. By subscribing you agree to our privacy policy.

5 min after 8:30 ET 24-mo rolling z-score 1m–13m OIS curve EFFR-SOFR basis check
Decomposition

Where the print came from

Headline broken into shelter, core services ex-shelter, core goods, energy, and food — weighted contributions, sticky vs. flexible flagged.

Surprise z-scores

How big the surprise really is

Each subcomponent's surprise scored against its trailing 24-month distribution. See instantly which line items are doing the work.

Curve repricing

How rates moved on it

OIS curve at 8:29 vs. 8:35 ET. Repricing in basis points at each FOMC meeting through year-end. EFFR-SOFR basis cross-check separates Fed-path repricing from money-market plumbing. One chart, no terminal needed.

What you'll see in your inbox.

Headline vs. Supercore (services less rent of shelter), m/m SA — the divergence chart from the March 2026 release.

Chart: US CPI Headline vs Supercore m/m % change, trailing 24 months ending March 2026
Source: BLS Public Data API v2 (CUSR0000SA0, CUSR0000SASL2RS). Charted on April 10, 2026.

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. Reproduced unedited.

Read the sample memo →

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

Posted to X within five minutes of 8:30 ET. Hard cap: 300 words.

  • Hook — the headline number or divergence
  • Component decomposition table (weighted contributions)
  • Surprise call-outs (|z| ≥ 2 flags)
Notify me at launch
Macro Intelligence
Premium — inbox memo

The full read, with positioning

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
  • Week-ahead release watch (5–7 trading days)
  • Downloadable component CSV + the 64-subindex z-score sweep
Join the waitlist

Pricing for the premium tier will be announced at launch. Waitlist subscribers get early access and a launch-window discount.

Built by an econometrician.

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.