Quantamental macro panel

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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-definition changes — a point-in-time, model-free slack/tightness reference panel rather than raw statistical releases.

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Coverage

Universe, instruments and categories.

Industry: Financial Exchanges & Data
Instruments: fixed_incomefxequities
Categories: Fundamental

Dataset card

Type: not stated
Format: Tabular — narrow-format time-series panel (ticker / cross-section / date / value plus grading and vintage metadata) served over a dataquery REST API and retrievable through an open-source Python client; documentation and notebooks are public
Volume: 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.
Users: N/A as a consumer base — institutional data subscription product (asset managers, hedge funds, central banks, corporates) plus a separate open-source developer community around the Python package; no user counts published.
History: 25 years
Update frequency: not stated
Growth: Active — the category documentation tracks official-statistics changes into the current period (France/INSEE coverage change annotated from the Q2 2026 release published 7 August 2026), and the maintained academy notebook library plus open-source package show continuing product investment.
Launched: ~2015 for Macrosynergy Partners as a firm (organization record dates to 2015, London), building on the JPMaQS quantamental dataset originally published by J.P. Morgan in 2009; the open-source macrosynergy Python client came later (~2021-2022).
Delivery: not stated
Entity mapping: not stated
Sample: not stated
Point-in-time: not stated
Licence: not stated

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