Why macro hedge funds build custom alternative data
Macro funds operate across rates, FX, commodities, equities, and volatility. The best opportunities often emerge when policy direction changes, supply chains break, inflation dynamics shift, or geopolitical risk accelerates.
Traditional datasets and vendor feeds can be useful, but they are increasingly commoditized. Custom web-based collection gives you control over definitions, cadence, and historical continuity. That control matters when you need signals that persist long enough to validate and deploy.
What “custom macro data” looks like in practice
Public websites contain structured and semi-structured signals that reflect economic activity, policy posture, and risk perception. When captured consistently, normalized, and change-tracked, this becomes a foundation for proprietary macro indicators.
Monitor statement deltas, speeches, calendars, and subtle language changes that signal forward guidance shifts.
Track pricing, inventories, shipping flows, hiring, and production signals that move before official macro releases.
Measure product-level price changes, discount depth, and supply constraints to estimate inflation before it prints.
Detect escalation patterns, sanctions exposure, chokepoint stress, and regional instability through curated sources.
Track economic, fiscal, and monetary policy signals in real time
Macro markets often move on expectations, not releases. Timing advantage comes from monitoring changes continuously and capturing revisions, not simply reading headlines after the fact.
- Government agencies: Employment, inflation, GDP, fiscal announcements, and revision history.
- Central banks: Statements, minutes, pressers, speeches, and forward guidance deltas.
- Regulators: New rules, enforcement posture, and policy implementation details.
- News feeds: Curated, topic-scoped sources with alerting when narrative velocity changes.
Gauge public and political sentiment at scale
Macro outcomes are influenced by sentiment around inflation, growth expectations, political legitimacy, and social stability. Crawlers can capture sentiment across platforms, regions, and languages to quantify narrative shifts.
- Social platforms: Topic-specific tracking to measure narrative acceleration and divergence.
- Forums and communities: Niche sentiment signals that often lead mainstream coverage.
- News comments: Useful for consumer and political mood indicators in specific regions.
Build proprietary macro indicators using alternative data
Alternative data is most useful when it becomes a repeatable time series aligned to a hypothesis. Custom crawlers can generate indicators that complement traditional releases and reduce reliance on crowded vendor signals.
- Supply chain stress: Shipping activity, port congestion, delays, and route disruptions.
- Consumer demand: Real-time pricing, availability, and discount behavior across retailers.
- Labor market: Hiring intensity, wage signals, and sector-level vacancy dynamics.
- Energy and commodities: Production disclosures, export constraints, infrastructure disruptions.
Identify structural trends and second-order macro effects
Macro investing often depends on understanding how structural shifts propagate. Crawlers can track changes across industries and regions to surface second-order effects that impact growth, inflation, and capital flows.
- Industry publications and regulatory changes that reshape competitive dynamics.
- Corporate disclosures, partnerships, and product roadmaps that signal capital allocation shifts.
- Trade policy and sanctions activity that changes routing, sourcing, and pricing behavior.
Monitor geopolitical and trade risk globally
Geopolitical risk is a direct driver of volatility regimes. Crawlers can track curated sources to surface early signals of escalation, disruptions to trade routes, and policy changes that matter for cross-asset positioning.
- News and official sources: Conflict progression, elections, sanctions, and diplomatic posture.
- Regional sentiment: Early indicators of instability through localized discourse.
- Trade chokepoints: Watchlists for shipping lanes, ports, and routing constraints.
Flag governance issues and systemic credibility risks
Even for macro strategies, credibility issues can matter at the sector or jurisdiction level. Crawlers can detect signals of governance failure, regulatory pressure, and reputation deterioration that may contribute to broader systemic risk.
- Regulatory filings and disclosures for anomalies and methodology shifts.
- Investigative reporting and negative press trend monitoring.
- Public allegations, whistleblower chatter, and risk narrative formation.
How Potent Pages builds production-grade macro data pipelines
We act as an engineering partner. We design, build, and maintain custom crawlers and the data delivery layer so your research team receives a stable signal with continuity over time.
Define the hypothesis and universe
Clarify the macro question, time horizon, target universe, and minimum viable signal specification.
Source mapping and collection design
Select durable sources, engineer scraping for modern web stacks, and design change tracking from day one.
Normalization and time-series output
Transform raw captures into clean tables, enforce schemas, and provide structured time series for research.
Monitoring, alerting, and maintenance
Detect breakage early, repair quickly, and preserve historical continuity so the signal remains usable.
Delivery into your workflow
Deliver via API, database, or scheduled files, aligned with your research stack and operational cadence.
Build a proprietary macro data advantage
If your macro strategy depends on early detection of policy shifts, supply chain stress, inflation pressure, or geopolitical risk, we can build a custom pipeline designed for durability and research credibility.
