Votonomics Financial Intelligence monitors macro indicators, rates, FX and credit market conditions across 140+ jurisdictions — structured, scored and delivered before the market consensus catches up.
Every financial signal Votonomics produces falls within one of four structured categories — each with dedicated scoring models, asset-class tagging and enterprise-grade impact classification.
Structured tracking of macroeconomic data releases, surprises and revisions that move rate expectations and market pricing.
Monitoring of central bank communications, policy decisions and forward guidance shifts across major and emerging market regimes.
Real-time tracking of currency volatility, intervention signals and cross-border capital flow indicators.
Structured monitoring of credit spread movement, liquidity conditions and funding market stress indicators.
Every financial signal passes through a five-stage pipeline — ingestion, classification, entity resolution, impact scoring and delivery — before reaching you as a structured, actionable intelligence event.
440+ financial data sources continuously monitored — central bank publications, statistical agencies, credit markets and structured macro data feeds globally.
Domain models classify each event by signal type, severity tier, affected asset class and jurisdictional scope — filtering noise at source.
Financial entities, instruments and jurisdictions resolved against a global financial entity graph — linking signals to your specific exposure.
Each signal receives a 0–100 impact score combining severity, confidence, affected scope and time-to-effect modelling from domain specialists.
Scored signals delivered via dashboard, API webhook or configurable channel alerts — in under four hours from source publication.
Financial Intelligence is applied across research, treasury, risk and policy functions — wherever rate, FX or credit market shifts create operational or financial exposure.
Feed structured rate, FX and credit signals directly into macro positioning and research workflows, sourced and scored rather than scraped.
Track currency volatility and funding market stress signals relevant to hedging and treasury decisions.
Monitor credit spread and sovereign signal movement across portfolios and counterparty exposure.
Track central bank policy signals relevant to duration and liability matching decisions.
Monitor monetary policy signals alongside fiscal announcements for coordinated policy analysis.
Track currency volatility across markets where revenue and costs are exposed to FX movement.
Votonomics ingests directly from central banks, statistical agencies and structured market data providers — normalised before any processing. No secondary aggregators in the critical signal path.
Every Financial Intelligence signal is available as a typed, structured REST endpoint — scored and ready for ingestion into research, treasury or risk systems at machine speed.
// 200 OK — Financial Signal Response { "id": "sig_fin_20260311_0176", "domain": "financial", "type": "policy_signal", "severity": "high", "confidence": 0.85, "impact_score": 88, "jurisdictions": ["US"], "institution": "Federal Reserve", "headline": "Central bank minutes reveal split vote on next rate decision", "asset_class": "rates", "sources": ["Federal Reserve", "Bloomberg"], "published_at": "2026-03-11T06:00:00Z", "processed_at": "2026-03-11T06:38:19Z" }
Book a personalised walkthrough of Financial Intelligence — see live signals, explore the API and configure a trial alert set for your specific rates, FX and credit exposure.