Advanced Macro Data Packages
Designed for multi-strategy and quantitative funds. MacroMicro's exclusive quantitative indicators for backtesting, model building, and hard-to-replicate Alpha signals.
What is this plan?
Quantitative indicators built by MacroMicro's research team over many years — including fear & greed index, recession probability, earnings call NLP sentiment, and other Alpha data unavailable in the market. Primary use: quantitative backtesting and model building.
Difference from API Essential
API Essential provides general market data (GDP, CPI, forex, equities) for system integration. Advanced Data Packages provide MacroMicro's proprietary self-built indicators — unavailable via API Essential — ideal for quant funds seeking differentiated strategies.
CSV / Excel
Ideal for analysis, backtesting, and report creation.
JSON / API
Ideal for system integration and real-time dashboards.
Multiple Usage Rights
Data types split between commercial and internal use.
MacroMicro Exclusive Indicators
All indicators below are exclusively developed by MacroMicro — hard to replicate — suitable for multi-strategy funds and quant teams.
MM Fear & Greed Index
Synthesizes price momentum, drawdown, volatility, and market breadth into a 0–100 score across global and regional markets. A key reference for identifying sentiment extremes and contrarian inflection points.
MM Unemployment Rate Expectation Index
Weighted average of current- and next-year unemployment rate forecasts from IMF, World Bank, OECD, and leading think tanks — reflecting market expectations for changes in national labor market conditions.
MM Economic Expectation Index
Weighted average of current- and next-year GDP forecasts from IMF, World Bank, OECD, and leading think tanks. A rising index signals increasingly bullish market consensus on economic performance.
NLP-Driven Earnings Call Optimism Index
Applies NLP to large-scale S&P 500 earnings call analysis — converting management tone and forward guidance into quantitative sentiment scores that lead traditional consensus estimates.
Earnings Call Mentions (Frequency)
Systematically tracks executive focus areas within S&P 500 earnings calls via NLP — converting market narratives and management attention into quantifiable factors for thematic and quant strategy teams.
Percentage of Companies with Rising EPS YoY Growth
Quantifies EPS YoY expansion breadth across four global regions — covering actual and forward estimates in both local currency and USD, enabling precise gauging of the global earnings recovery cycle.
Quantitative modules and alternative databases continuously expanding — latest data support for professional research teams.
Want to Explore Our Full Data Library?
Beyond our featured packages, we maintain a vast global macro and alternative data library. Contact our team to find the right fit for your needs.