Trust layer for YMYL content: analyst background, data pipeline, methodology, and disclosure policy.
QuantMacro is operated by Paramita, a quantitative trader and senior IT operator with 10+ years of market and system experience. The project focuses on event-driven probability research for CPI, NFP, and FOMC across BTC, ETH, GOLD, QQQ, and SPY.
The stack is Python pipeline + Astro static delivery on Vercel. Data collection, probability calculation, generation, and gates are orchestrated through a fail-fast daily runbook to keep publishing stable and auditable.
Each page reports all-history and same-direction probabilities for T+1 and T+7 windows. Median return is shown together with sample size to reduce outlier distortion. Freshness and confidence are explicitly labeled; low sample observations are marked as low confidence.