Event-driven workflow
From event to affected assets to expression - in one workflow
The event-driven workflow has four stages: see the event, identify the affected assets, trace the transmission path through markets, and decide an expression. Most tools stop at stage one. Market Ontology runs the full chain: a live event card with magnitude and confidence, an affected-asset panel ranked by exposure, a transmission map across rates, credit, FX, and commodities, and an options context layer for sizing the expression.
- Event card
- Headline, magnitude, location, confidence, and timestamp - sourced from live feeds.
- Affected assets
- Ranked by exposure: equities, sectors, commodities, FX, sovereign debt.
- Transmission path
- How the move propagates through rates, breakevens, credit, and volatility.
- Expression context
- IV rank, skew, OI, and historical reaction - for sizing options or futures.
Why event-driven trading is hard without the chain
A headline arrives. You think: "this matters." Then you spend the next 20 minutes piecing together which equities are exposed, what the curve is doing, whether the move is already priced, and whether options markets agree. By the time you have a view, the move is gone.
The event-to-exposure workflow exists to compress that chain.
How the workflow runs
- Detect. The live intelligence feed surfaces events as they happen, classified by type (geopolitical, policy, macro release, corporate).
- Map. Each event has an affected-asset panel - ranked by direct exposure (revenue concentration, supply dependency, currency mix) and indirect exposure (transmission through rates, credit, or commodities).
- Trace. The transmission view shows how the shock propagates: oil → breakevens → real yields → duration-sensitive equities, for example.
- Express. Options context shows current IV rank, skew, OI concentration, and how the underlying has historically reacted to similar events.
Examples
- A Hormuz disruption maps to crude, energy equities, refiners, airlines (negative), oil-exporting EM FX, and breakevens.
- An FOMC surprise maps to the front end of the curve, dollar pairs, growth-versus-value rotation, and credit spreads.
- A semiconductor sanction maps to specific names by geographic revenue, suppliers, and customers - not just the headline ticker.
Who uses it
Event-driven traders, macro PMs, and risk teams use the workflow to compress reaction time. The output is not a recommendation - it is a structured view of the consequences.
Start using Market Ontology
Opens in Market Ontology. First uses free, then pay per use.
Do this in Market Ontology
- Treasury yield curve analysis from released dataTrack the US Treasury yield curve from FRED: 2s10s and 3m10y spreads, inversion history and what changes in slope have preceded.
- Track inflation from CPI, PCE and market breakevensMonitor US inflation from released data: CPI and core CPI, PCE, and 5- and 10-year breakevens, with what the next release needs to show.
- Track the US labor market from released dataFollow payrolls, unemployment, jobless claims and wage growth from FRED, with the Sahm rule reading and trend versus the prior year.
- Central bank policy analysisRead Federal Reserve policy from the funds rate, real rates and released statements, and compare the stance with inflation and labor data.