Macrosynergy

Macrosynergy (macrosynergy.com) — quantamental macro data specialists; macrosynergy Python package / JPMaQS dataquery access — Quantamental macro panel (JPMaQS-style) with a labor-market-tightness category: seasonally adjusted unemployment rates (3-month moving average) plus four derived unemployment-gap series (3MMA minus 5-year MA, 3MMA minus 10-year MA, and the same two against moving medians), delivered as machine-readable tickers through an API (download(tickers, start_date, metrics)) with cross-country normalization, explicit frequency/lag metadata per country, and tracked official-defi…

Macrosynergy offers (Fundamental, Macro, Reference) — est. ~10^6 observations for the whole panel with the labour-tightness family alone around 10^5 — 5 unemployment tickers across roughly 50 cross-sections at monthly frequency since ~2000 gives ~50 x 5 x 300 ≈ 75K observations for this category, inside a far larger multi-category quantamental ticker set on the same cross-sections. Aggregate panel size is not printed on this page..

Wage- and inflation-pressure nowcasting; central-bank policy-path and rates/FX positioning models; cross-country labour-slack normalization for global macro and FX relative-value strategies; recession and business-cycle classifiers keyed to gap signs rather than levels; credit and EM sovereign models needing comparable labour stress across markets; and — for alt-data buyers — an independent control series to validate proprietary job-postings panels against official unemployment.

The data is with 25 years of history.

Coverage spans UK, US, Japan, Europe; Financial Exchanges & Data; fundamental, macro, reference; fixed_income, fx, equities.

The supplier's own access route is a conversation with the supplier. Request a sample through Brickroad to start.