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Macro intelligence, quantified.

Real-time nowcasting dashboard, AI-generated research reports triggered by alpha inputs, and a conviction-weighted model portfolio — built on the global liquidity impulse framework.

View Live DashboardRead Methodology
FRED + Marketstack 6 Central Banks AI Research Live Portfolios
GLI Impulse
S&P 500
BTC
Gold
GLI Impulse
S&P 500
BTC
Gold
The Platform

Five pillars of macro intelligence

VegaMacro synthesises central bank balance sheets, high-frequency economic data, and AI-driven alpha inputs into a unified analytical framework.

REAL-TIME · LIVE

Nowcast Dashboard

Global liquidity impulse, inflation nowcast, and growth proxies — orthogonalised z-scores from FRED.

FRED · Marketstack · CoinGecko
▼ Click to expand
EVENT-DRIVEN

AI Research Engine

Claude-powered research reports auto-generated from FOMC minutes, X posts, earnings calls, and policy papers.

Claude AI · Marketstack · FRED
▼ Click to expand
14 THEMATICS · 34 HOLDINGS

Model Portfolio

Conviction-weighted portfolio across AI, defence, decoupling, power, automation, crypto, and hard assets.

Marketstack
▼ Click to expand
HEDGE FUND GRADE

Analytical Framework

Rules-based reallocation engine with 9 weighted decision factors, 6 automatic rebalance triggers, and conviction scoring.

Proprietary Models
▼ Click to expand
14 THEMATICS · LIVE

Alpha Engine

Factor-adjusted thematic scoring. Maps each investment theme against 5 macro pillars to generate autonomous rebalance signals.

Alpha Engine v2 · FRED · Marketstack
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Central Banks Tracked
0
Thematic Verticals
0
Model Portfolio Holdings
0
Decision Factors
Core Thesis

The orthogonalised liquidity impulse drives risk asset returns

VegaMacro is built on original research demonstrating that the marginal change in global liquidity — not the level — predicts business cycles and cross-asset returns.

Our Global Liquidity Index (GLI) decomposes central bank balance sheets into stance versus impulse using expanding-window z-scores and real-time orthogonalisation. The impulse measure consistently outperforms level-based approaches across Bitcoin, NASDAQ, commodities, gold, and bonds.

Based on M.Sc. Finance thesis, Copenhagen Business School — "Global Liquidity as a Predictor of Business Cycle and Asset Returns"
GLI Components
Fed Balance Sheet
Weekly
ECB Balance Sheet
Weekly+
PBoC (FX Reserves)
Monthly+
BOJ Balance Sheet
Monthly+
Treasury General Account
Weekly
Reverse Repo Facility
Daily+
About VegaMacro

The macro research platform built for alpha, not pageviews

Why This Exists

Most macro research platforms fall into two camps: expensive institutional terminals that require six-figure budgets, or retail newsletters that package consensus as insight. VegaMacro was built to close this gap.

We combine original quantitative research — specifically, a proprietary Global Liquidity Index framework based on central bank balance sheet decomposition — with real-time data, AI-powered analysis, and conviction-weighted model portfolios. The result is hedge-fund-grade macro intelligence at a fraction of institutional cost.

Every position has a thesis. Every thesis has a kill condition. Every signal is timestamped and scored. Full transparency, no cherry-picking.

How It Works
01
Data Ingestion
35+ FRED series update automatically: central bank balance sheets (Fed, ECB, BOJ, PBoC, SNB), M2 money supply, bank credit, yield curves, and real-time market price feeds via Marketstack and CoinGecko.
02
Regime Classification
Expanding-window z-scores decompose global liquidity into stance (level) vs impulse (rate of change). The impulse signal — orthogonalised against stance — is the primary driver of cross-asset return predictions, validated with out-of-sample R² up to 28%.
03
Conviction Scoring
Each position is scored 1-10 based on: (1) regime alignment — does the current liquidity impulse support this trade? (2) catalyst proximity — are identifiable events approaching? (3) positioning divergence — is consensus on the wrong side? (4) data confirmation — do leading indicators confirm the thesis?
04
Automated Rebalancing
A rules-based reallocation engine monitors 7 weighted factors (liquidity, credit health, inflation mix, political cycle, sentiment, leverage, and structural themes) with 6 automatic triggers that force position adjustments when conditions change.
What Makes Us Different
Impulse, not level
Most liquidity dashboards show central bank balance sheet levels. We decompose into impulse — the marginal change that actually predicts asset returns.
Thesis-driven, not signal-chasing
Every position has an explicit thesis, catalyst tracker, and kill condition defined before entry. Not pattern-matching yesterday's chart.
Independent & data-driven
The best alpha lives in the gap between what data says and what markets are positioned for. We systematically identify and exploit these divergences.
Second-order thinking
We don't buy the hyperscalers — we buy their bottlenecks: the power infrastructure, cooling systems, and supply chains they can't avoid.
Full transparency
Every forecast scored against consensus. Every allocation change timestamped. No survivorship bias, no retroactive editing.
THE FOUNDER

VegaMacro was created by Ben Pfeiffer — M.Sc. Finance & Investments from Copenhagen Business School, MBA exchange at UC Berkeley Haas. Professional experience spans fixed income trading at Deutsche Bank Global Markets, global macro analysis at a global macro hedge fund, portfolio management at a leading European asset manager, and investment advisory. The platform was born from gaps identified throughout this journey: institutional-grade liquidity analysis and regime-based allocation, made accessible and transparent.

Pricing

Choose your access level

Free

€0/mo

Follow the macro narrative. Delayed data.

Weekly macro briefing email
Delayed dashboard (48h lag)
Public forecast scorecard
Monthly portfolio snapshot
Start Free

Retail

€19/mo

Essential tools for informed retail investors.

Real-time nowcast dashboard
Daily alpha feed (top 5 signals)
Retail model portfolio (view only)
Economic calendar with nowcasts
Weekly AI research report
Email alerts on regime changes
Start Retail
RECOMMENDED

Analyst

€49/mo

Full platform access. Built for serious traders.

Everything in Retail
Unlimited AI research reports
Full alpha feed (all signals + 2nd order)
Retail + L/S portfolio with thesis & stops
Conviction scoring + risk/reward
Real-time portfolio-news mapping
Forecast accuracy tracker
Priority email support
Subscribe Now
EXCLUSIVE

Institutional

€399/mo

Designed for hedge funds, family offices, and asset managers who require direct access to our quantitative edge.

Everything in Analyst
AI Quant strategy access — systematic signals across macro, rates & FX
Personalized onboarding with our research team
Full methodology & model transparency briefing
Global Macro HF portfolio (futures/FX)
REST API data access (JSON) for integration
Bespoke alpha input feeds & custom signals
Portfolio attribution & risk analytics
Quarterly strategy review & regime outlook
Dedicated institutional coverage analyst
Subscribe Now
EXCLUSIVE

Enterprise

€599/mo

For organizations requiring full platform capabilities with dedicated onboarding, API integration, and white-glove support.

Everything in Institutional
Personalized onboarding & implementation support
Full REST API access with dedicated endpoints
Custom data feeds & signal integration
Priority support with dedicated account manager
Multi-seat team access & admin dashboard
Custom reporting & compliance exports
SLA-backed uptime & data delivery guarantees
Subscribe Now
Secure payment via Stripe · Apple Pay · Google Pay · All major cards accepted
Cancel anytime · No lock-in · 7-day free trial for Analyst tier
Newsletter

Weekly Macro Intelligence

Free weekly briefing: liquidity regime updates, alpha triggers, portfolio adjustments, and research previews.

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Macro Research Assistant · Powered by Claude
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