Axiom Macro — Autonomous Macroeconomic Intelligence Terminal
A live, open research terminal: a real-time read on the global macro picture — market-cycle stage, composite risk, recession odds, and valuation signals — with a nightly AI briefing. Open access, no login; the math is deterministic Python, the AI only narrates.
Overview
Axiom Macro is a research tool I built to aggregate macroeconomic data across major developed and emerging economies — the US, UK, Eurozone (Germany, France, Italy, Spain, Netherlands), Japan, South Korea, India, Australia, Canada, and Malaysia/ASEAN — into a single live terminal that estimates recession risk and visualises where the market cycle stands. It replaces fragile ETL with a multi-agent choreography — a Scout that ingests and self-heals from public sources (FRED, OECD, Bank Negara Malaysia, DOSM/data.gov.my, ASEANStats), a Validator that harmonises and cross-checks, a deterministic Quant layer that does all the math in pure Python/pandas, and a Synthesizer that writes the narrative. The public view at /public is read-only and open to everyone: headline signals (market-cycle stage, composite risk, recession odds, Buffett indicator, VIX), a recession explainer, a cross-asset linkage graph, a live market pulse, and a cached nightly AI briefing. Crucially, every number is computed deterministically — the LLM orchestrates and explains, but never invents a figure.
Problem Solved
Macro signals are scattered across dozens of sources, refresh on different cadences, and are easy to misread — and most "AI market" tools let a language model make up numbers. Axiom shows the opposite pattern done right: deterministic, auditable quant (Sahm Rule, 10y–2y yield curve, a transparent weighted recession score) feeding a grounded AI narrative — so you get a fast, single-screen read on systemic risk without trusting a model to do arithmetic.
Capabilities
- Open, read-only public terminal — no login required
- Market-cycle stage engine (deterministic, from breadth + VIX)
- Composite systemic-risk score with valuation gauges (CAPE, Buffett, HY spread, yield curve, VIX)
- Recession monitor across ~15 major economies — Sahm Rule, yield-curve & labour signals, transparent 0–100 score (US, UK, Eurozone, Japan, India, Australia, Malaysia & more)
- Cross-asset linkage graph and live market pulse
- Nightly AI briefing — grounded strictly in the computed data
- All math is deterministic Python/pandas; the LLM only narrates
- Self-healing ingestion from public sources (FRED, BNM, DOSM, ASEANStats)