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QuantGist exists because serious traders and developers deserve better than noisy, unstructured news feeds.
Trading systems and fintech builders face real, recurring problems when trying to act on market news.
Headline volume is overwhelming. Most news feeds surface everything, making it impossible to isolate events that actually move markets.
Raw news rarely links to tickers, asset classes, or sectors in a consistent, machine-readable format.
Most APIs require constant polling. Real-time push delivery — webhooks, streams — is either absent or broken.
Enterprise pricing locks out independent traders and small teams who need professional-grade data.
News, economic calendar, earnings, sentiment — spread across five different sources, five different schemas.
QuantGist is our answer to that.
A purpose-built intelligence API that turns raw market news into structured, actionable signal — ready for any system that needs to act on it.
The principles that shape every decision we make about the product and the company.
“QuantGist is more serious than a media brand, more accessible than a Bloomberg terminal, and more focused than a generic API company.”
A phased approach to building the most complete market intelligence layer for traders and developers.
Core REST endpoints delivering structured news events and economic releases with symbol tagging, sentiment scoring, and impact classification.
Real-time push delivery via webhooks and streaming endpoints. Platform integrations for trading terminals and community tools.
Advanced event analysis: consensus deviation, surprise scores, historical pattern matching, and tradeability rankings.
White-label feeds, redistribution licensing, custom data pipelines, and SLA-backed infrastructure for institutional clients.
Join the waitlist and help shape what QuantGist becomes.