Data Sources & Collection
CausifyMarket aggregates news and economic data from a curated set of publicly available, reputable sources. Our pipeline ingests content from:
- Wire services & financial news agenciesReuters, Bloomberg, Associated Press, and Financial Times, accessed through licensed API feeds (NewsAPI, GNews).
- Market data providersPolygon.io and Alpha Vantage supply real-time and historical price data, enabling quantitative context for qualitative analysis.
- Official institutional sourcesCentral bank communiqués, regulatory filings, and government statistical releases are cross-referenced to validate claims.
- Multi-source verificationEach data point is corroborated across at least two independent feeds before inclusion. A deduplication engine (similarity threshold > 0.5) prevents redundant entries.
Relevance Scoring & Categorization
Every incoming article is assigned a relevance score (1–10) by an AI model that evaluates market impact potential, geopolitical significance, and sectoral reach. Articles scoring below 3 are deprioritized.
Each item is classified into one of 16 thematic sectors — from Geopolitics and Energy to Cybersecurity and Agriculture — to ensure balanced, sector-aware reporting.
AI-Assisted Analysis
CausifyMarket uses large language models (LLMs) as an analytical assistant, not as an autonomous author. The AI performs three specific functions:
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Summarization
Condenses multi-paragraph articles into structured, fact-checked summaries preserving source attribution.
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Pattern Recognition
Identifies historical parallels, cross-sector correlations, and emerging trend signals across the dataset.
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Scenario Building
Generates impact scenarios with explicit probability qualifiers (high / medium / low) and uncertainty ranges.
Report Generation Cycle
Reports are tied to the market clock, not to an arbitrary timer. A briefing published at the closing bell is a record of something you can no longer act on; we publish instead at the moments a reader is about to trade — shortly before each market opens, and once the New York session has closed.
Each briefing covers everything from the previous briefing's publication up to its own. The windows are contiguous: no gap, no overlap, nothing that falls between two reports.
Five briefings on every trading day, Monday to Friday, each anchored to the local time of the exchange it serves — so they follow that market's own daylight-saving rules rather than drifting against a fixed UTC clock.
- Asia07:45 Tokyobefore the Tokyo pre-opening auction — carries the US close and after-hours earnings
- Europe04:50 Londonbefore the London pre-opening auction — carries the Tokyo morning
- US pre-market03:45 New Yorkbefore the US pre-market session opens
- US open09:15 New Yorkbefore the opening bell — carries the European session
- US close16:15 New Yorkafter the closing bell — carries the US session
Monday's Asia briefing reaches back to Friday's US close, so the weekend is carried into the first briefing of the week rather than skipped. Each briefing includes:
Published on Saturday, once the week's last briefing has gone out. The wrap synthesizes the week's twenty-five briefings into a broader narrative — macro trends, persistent risks and evolving sector dynamics — and asks which stories actually mattered.
It sits above the briefing chain rather than inside it: it consolidates, it does not consume a window of its own. The weekend is the only stretch with no market about to open, which makes it the one moment where stepping back costs the reader nothing.
Editorial Standards
- Source attributionEvery claim links back to the original source. Reports include a citations section referencing the news items analyzed.
- Balanced framingWe present bullish, bearish, and neutral viewpoints for each sector. No single narrative is privileged.
- Explicit uncertaintyProbability qualifiers accompany every risk factor and opportunity to prevent false certainty.
- No financial adviceCausifyMarket is strictly informational and educational. Content is not personalized investment guidance.
Known Limitations
No analytical framework is perfect. We believe acknowledging limitations is as important as presenting findings:
- latency5–15 min delay
News ingestion depends on API feed frequency. Events may appear with a 5–15 minute delay relative to real-time.
- coverage gapsenglish-centric
Our source set is English-centric. Events reported primarily in other languages may be underrepresented.
- ai hallucinationverify critical claims
Despite review layers, LLMs can occasionally generate plausible but incorrect statements. We encourage readers to verify critical claims through original sources.
- no proprietary datapublic sources only
All analysis is based on publicly available information. Insider or non-public datasets are never used.
- no backtestingcontext, not prediction
Scenarios are forward-looking assessments, not backtested trading strategies. Historical references provide context, not predictive guarantees.
Questions about our process?
We welcome constructive feedback and methodology discussions.