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FOR TRADING FIRMS & EVENT DESKS
Event, affected assets, cross-asset path, options context, and macro regime in one view for desks that need to know what a shock should move next.
Use it for event triage, cross-asset confirmation, vol context, rates and commodities and FX linkage, and fast context for trade review.
Speed is not just execution. It is knowing which market should react and which lagging market matters.
A geopolitical shock can be a rates trade, FX trade, commodity trade, equity-vol trade, sector trade, or no trade.
The desk loses time when the first discussion is about the story instead of the path.
Policy, geopolitics, macro data, commodity shock, central bank, or supply-chain event.
Rates, FX, commodities, equity sectors, options, and credit.
Which markets reacted, which did not, and which one is lagging?
Outright, spread, options, hedge, relative value, or no trade.
Desks that trade event paths, macro spillovers, options, rates, commodities, and cross-asset confirmation.
Pure execution firms that do not need macro or event context.
Macro, rates, policy, commodities, supply chains, and geopolitical shocks mapped to the sectors, tickers, and model assumptions they can actually affect.
Map macro, policy, rates, commodities, supply-chain, and geopolitical moves into exposed sectors, names, and trade channels before the risk meeting.
Track rates, credit conditions, input costs, policy, supply-chain stress, and sector events that can change borrower cash flow, refinancing risk, or downside case assumptions.