The Platform

The Intelligence Layer Between News and Execution

QuantGist is not a news feed. It is a structured intelligence platform built around how traders and systems actually consume market information.

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Overview

One platform. Every layer of the intelligence stack.

What it ingests: Licensed news feeds, economic release schedules, earnings calendars, and macro data providers.

What it normalizes: Every source mapped to a single unified event schema — no custom parsing on your end.

What it enriches: Symbol tags, sector mappings, sentiment scores, impact classifications, and surprise deltas.

How it delivers: REST API for pull, webhooks for push, and WebSocket streams for continuous consumption.

Architecture

Sources

News • Economic • Earnings

Ingestion

Real-time polling + webhooks

Normalization

Unified event schema

Intelligence

Scoring • Tagging • Enrichment

Delivery

REST • Webhooks • Streams

Capabilities

Four pillars of market intelligence

Each layer of QuantGist is purpose-built for the way trading systems actually consume information.

News Intelligence

Real-time headlines scored, deduplicated, and enriched before they reach you.

Real-time news ingestion from licensed sources
Source reliability scoring on every event
Breaking event detection and prioritization
Deduplication across overlapping feeds

Economic Calendar

Every macro release structured with forecast, actual, previous, and surprise score.

CPI, NFP, FOMC, GDP, PMI coverage
Forecast vs actual vs previous schema
Surprise score calculation per release
Pre/post-market timing labels

Event Intelligence

Automatic enrichment maps every event to the assets and sectors it moves.

Automatic ticker and symbol tagging
Sector and asset class mapping
Market impact scoring (low/medium/high)
Watchlist relevance matching

Delivery Infrastructure

Your choice of delivery method — built for systems that cannot afford to miss an event.

REST API with consistent schema
Webhook push on every matching event
WebSocket streaming (coming soon)
Discord and Telegram integrations (coming soon)

Data flow

How the data flows

Four deterministic steps — from raw source to your system.

Ingest

Licensed news feeds, partner data sources, and scheduled economic release endpoints are continuously polled and consumed.

Normalize

Every event is mapped to a single schema: event_id, symbols, sentiment, impact, category, timestamps, and source metadata.

Enrich

Surprise scores are calculated, tradeability assessed, entities linked, and near-duplicate events collapsed before delivery.

Deliver

Choose your integration: pull via REST, receive pushes via webhook, subscribe to a stream — or all three simultaneously.

Why switch

QuantGist vs most news APIs

Most news APIs give you raw text. QuantGist gives you intelligence.

DimensionMost News APIsQuantGist

Schema design

Generic headlines in raw text format

Trader-native schema with symbols, sentiment, and impact

Data scope

Separate calendar and news tools to manage

Unified platform: news, calendar, events, sentiment

Delivery format

JSON dump requiring your own enrichment pipeline

Enriched intelligence with context, ready for automation

Roadmap

What's launching, what's coming

QuantGist is pre-launch. Here's the build sequence.

Available at launch

Market News API
Economic Calendar API
REST endpoints
Webhook delivery

Coming soon

WebSocket streaming
Discord bot integration
Telegram bot integration
Historical event dataset

Planned

Surprise scoring engine
Watchlist relevance AI
SDK libraries (Python, JS)
Bulk CSV export

Ready to trade with structure?

Join the waitlist for early access to QuantGist — structured market intelligence for traders, bots, and trading platforms.

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