qgist CLI for querying, filtering, and exporting QuantGist macro event data.
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Updated
May 3, 2026 - Python
qgist CLI for querying, filtering, and exporting QuantGist macro event data.
Freqtrade protection plugin that pauses strategies around high-impact macro events.
Official TypeScript SDK for the QuantGist macro event API.
Nautilus Trader adapter for QuantGist macro event calendars and risk filters.
QuantGist organization profile and ecosystem index for macro event infrastructure.
MCP server exposing QuantGist macro event tools to Claude, Codex, and AI agents.
Real-time macro event aggregator for financial markets. Watches 10+ official RSS feeds (Federal Reserve, WSJ, BBC, CNBC, Yahoo Finance, MarketWatch) and emits classified signals mapped to affected sectors and example tickers within seconds of publication. Pure Node.js, no API keys required.
Official Python SDK for the QuantGist macro event API.
Embeddable QuantGist widgets and free trader micro-tools for macro event risk workflows.
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