LSEG Global Macro Economic Forecasts™ Core - powered by XTech

LSEG Global Macro forecasting powered by XTech offers institutional investors an alternative to consensus macro forecasts. Powered by machine learning and bottom-up modeling, this dataset delivers one-period-ahead forecasts of key U.S. economic indicators — including CPI, retail sales, and consumer sentiment — days to weeks before official releases.
Unlike broker-driven estimates that rely on lagging or survey-based inputs, XTech ingests high-frequency, real-time data and applies statistical models to deliver forward-looking insights. The methodology leverages textual data such as news archives and market data, providing an independent source of macroeconomic market intelligence. This integration incorporates data including Machine Readable News, Point-in-time Economics data, and Tick History, enabling AI inference by correlating datasets to uncover relationships that enhance forecast accuracy.
The dataset updates continuously with accuracy as new data becomes available, giving traders and portfolio managers the ability to pre-position ahead of the crowd. Successive updates are provided up to the official publication time, enabling investors to re-position ahead of macroeconomic releases and arbitrage consensus views.
With granular component-level forecasts (e.g., CPI gas, shelter, food) and accuracy diagnostics — from confidence intervals to Theil’s U-statistics — users can assess model precision and bias in detail. Delivered via API, the dataset is lightweight (<1MB/day) and integrates into quant workflows.
Use XTech to anticipate macro surprises, arbitrage mispriced consensus, manage risk exposure, and time trades around economic catalysts. Whether you’re running macro strategies or supporting research and asset allocation, this dataset provides foresight.