QuantVeritas Pre-launch

Read the CPI and PCE print
before the desk note hits.

QuantVeritas turns each BLS CPI and BEA PCE release into a clean component decomposition, surprise z-scores, and the CPI-vs-PCE gauge wedge — both inflation measures the Fed watches, in your inbox within minutes of the release.

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

CPI + PCE both gauges 24-mo rolling z-score CPI↔PCE wedge 1m–13m OIS curve
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.

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.

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.

Two gauges, one read: the CPI decomposition and the CPI-vs-PCE wedge, every release morning.

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. Reproduced unedited.

Read the CPI sample → Read the PCE sample →

Two tiers, same release morning.

Every CPI and PCE 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)
  • 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
  • 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.