SimpleFunctions

Macro.

Your thesis, monitored 24/7 — before Bloomberg prints.

A monitoring loop for global-macro thinkers. Write your view in one sentence; SimpleFunctions decomposes it into a causal tree, maps every leaf to live Kalshi and Polymarket contracts, scores depth-adjusted edges, and pings the heartbeat when news, prices, or orderbooks shift. CLI, REST/API, MCP adapter. BYOK on the venues.

GET /api/public/context?topics=macroopen endpoint
Heartbeat engine·Edge discovery·Policy watch
An 1880s cotton merchant reading an Edison stock ticker tape, surrounded by a world map with cable routes — the original 24/7 macro signal

1880s Liverpool — the cotton merchant reads the Atlantic cable ticker; the world's first 24/7 macro tape.

What the macro loop tracks

Seven fields per thesis. Re-evaluated on every heartbeat.

Macro is not a stream of headlines — it is a tree of conditional claims that fire and falsify together. The runtime tracks the tree, the matched contracts, the edges, the kills, and the cross-venue spread on every tick.

thesisTree

Plain-English macro view → causal tree of testable sub-claims, each mapped to live contracts.

edge

Thesis-implied probability minus market price, in cents per share, for each matched contract.

depthAdjustedEdge

Edge after walking both venues' orderbooks for your size — what you actually realize.

killConditions

News patterns + market levels that auto-cancel intents and flag positions on this thesis.

edgeDecayRate

How fast the edge is closing — derived from news velocity and time-to-print.

heartbeatTick

15-min default; out-of-band ticks on FOMC / CPI / NFP releases and geopolitical breaks.

crossVenueLeg

Matched contracts on Kalshi and Polymarket; arbitrage spread surfaced when both books are deep.

Why a thesis loop beats a news terminal

ApproachWhat it gives youWhere it breaks

Bloomberg + tabs

Best news terminal money can buy

No thesis tree, no contract math, no kill conditions, no agent path

Twitter + manual scrape

Free; sometimes ahead of the wire

No structure, no orderbook math, blink and miss it, nights/weekends impossible

Single-venue Kalshi UI

Tightest spreads on Kalshi macro contracts

No Polymarket coverage, no cross-venue arb, no agent automation

SimpleFunctions Macro Loop

Thesis → tree → edges → intents across Kalshi and Polymarket

Surfaces only when post-slippage edge clears floor and depth covers size

Who runs the macro loop

The shape repeats: a directional view with sharp triggers, contracts the runtime keeps live, and intents armed before the print, not after.

Global macro funds

Decompose the year-end book into testable claims and let the heartbeat ping when one breaks.

Energy desks

Pre-armed intents on WTI / KXGAS ladders that fire on EIA inventory + OPEC chatter.

Rates / Fed watchers

KXFED / total-cuts contracts, with FOMC-day out-of-band ticks and dot-plot kill triggers.

Geopolitical shops

Iran, Taiwan, Ukraine, NATO, sanctions — adversarial news scan + matched recession legs.

Inflation traders

KXCPI / KXPCE strike ladders re-evaluated against shelter, energy, and core services prints.

Election cycle desks

Senate / House / presidential contracts with congressional-calendar kill conditions.

Macro endpoints

Same context shape across CLI, REST/API, and MCP adapter. Wire it into a script, an agent, or a manual workflow — the runtime handles the timing.

API reference

Macro context (one call)

GET /api/public/context?topics=oil,fed,cpi,recessionopen

Macro edges feed

GET /api/public/edges?theme=macro&minEdge=8open

Live macro markets

GET /api/public/markets?keyword=fed+oil+cpi&limit=20open

Arm an intent

POST /api/intents { ticker, side, size, maxPrice, trigger }open

MCP — sf.context

mcp call simplefunctions.context { topics: ["macro"] }open

A macro tick, end-to-end

Plain-English thesis to monitored book in five steps, with the heartbeat re-checking every gate every 15 minutes.

1 · write thesis
$ sf thesis create \
  'Iran tension keeps oil above $100 through 2026'

✓ Causal tree built — 6 nodes, 4 markets mapped
  · Hormuz disruption  → KXOIL ladders
  · OPEC compliance    → KXOPEC contracts
  · Demand resilience  → KXGDP-26
  · Inflation passthr  → KXCPI-MAY-T4
  · Fed constrained    → KXFED-DEC
  · Recession risk     → KXRECESSION-26
2 · scan + edges
$ sf edges --thesis iran-oil-26 --min-edge 8

KXWTIMAX-26DEC31-T150 YES
  market 48¢ · implied 65¢ · edge +17¢
  spread 1¢ · depth $2,400 · liquidity ★high

KXGAS-26-T450 YES
  market 14¢ · implied 55¢ · edge +41¢
  spread 2¢ · depth $800  · liquidity medium

KXRECESSION-26 YES (Polymarket pair: +6¢)
  market 38¢ · implied 55¢ · edge +17¢
3 · arm intents
$ sf intent buy KXWTIMAX-26DEC31-T150 200 \
    --price 50 --trigger below:48 \
    --kill above:70 \
    --kill news:'iran ceasefire signed' \
    --kill news:'opec production hike'

✓ Intent armed — kill conditions live
4 · heartbeat
Briefing #851
▲ Confidence 81% → 83% (+2)

Hormuz shipping volume -40%, three tankers
diverted. Oil futures responding.

Edges:
  WTI $135   mkt 48¢  thesis 65¢  +17¢ ★high
  Gas $4.50  mkt 14¢  thesis 55¢  +41¢ ★high
  Recession  mkt 35¢  thesis 55¢  +20¢  med

Orderbook: WTI $135 — buyers aggressive
  (2.4x depth ratio), spread 3¢ → 1¢

Macro edges right now

▲ 58¢Will Rand Paul vote for the next Fed Chair nominee?
73¢kalshi
▲ 57¢CPI year-over-year in Jul 2026?
9¢kalshi
▲ 52¢CPI year-over-year in Jul 2026?
9¢kalshi

Updated every 15 minutes · data from Kalshi and Polymarket

What we cover

Eighteen macro topic groups, ~210 active contracts on Kalshi and Polymarket, re-scanned every 15 minutes. Out-of-band ticks on FOMC, CPI, NFP, EIA, OPEC.

Oil & Energy

23 contracts · K+PM

Fed & Rates

18 contracts · K

Inflation / CPI

14 contracts · K

Recession

8 contracts · K+PM

Geopolitics

31 contracts · K+PM

Treasury Yields

12 contracts · K

Tariffs

16 contracts · K+PM

Govt Shutdown

6 contracts · K+PM

Elections

45 contracts · K+PM

China / Taiwan

9 contracts · K+PM

OPEC

7 contracts · K

Crypto / BTC

22 contracts · K+PM

FAQ

Why use prediction markets for macro trading?

Kalshi and Polymarket reprice macro events (Fed cuts, CPI prints, recession odds, geopolitical shocks) in real time, often before traditional newswires. They settle in cash, are available 24/7, and the contract specs make the thesis explicit — instead of trading SPX as a proxy for "rates + growth + risk-on," you trade a specific event probability with a known payoff.

Which macro topics does SimpleFunctions cover?

Oil & energy (WTI ladders, OPEC), Fed & rates (FOMC decisions, total cuts per year), inflation (CPI, PCE), recession (GDP contraction, NBER calls), Treasury yields, geopolitics (Iran, Taiwan, Ukraine, NATO), tariffs (China, EU, Canada), elections, government shutdowns, central banks (BoJ, ECB, BoE, PBoC), and crypto-macro (BTC ladders). Eighteen topic groups, ~210 active macro contracts.

How does the heartbeat differ from a Bloomberg terminal alert?

A Bloomberg news alert tells you something happened. The heartbeat tells you (a) something happened, (b) which of your thesis sub-claims it confirms or invalidates, (c) which markets repriced, (d) where the post-slippage edge is, and (e) which kill conditions to consider. It is the macro equivalent of a research note + execution sheet, generated every 15 minutes.

Does the system place orders or just monitor?

Both modes. Default is monitor + alert: you get a briefing and decide. With BYOK Kalshi/Polymarket credentials and an armed intent (action, size, price, trigger, kill conditions), the runtime executes when the trigger fires. Orders go through your venue account; SimpleFunctions is not a broker.

How does it handle adverse news mid-thesis?

Every thesis has explicit kill conditions tied to news patterns and market levels. Hormuz reopens, ceasefire is signed, OPEC announces production cut, Fed pivots — each is a kill trigger. The runtime adversarially searches news on every heartbeat tick; a hit cancels open intents and flags positions for review.

Cross-venue arbitrage on macro events?

Same event prices on Kalshi and Polymarket diverge regularly, especially around overnight prints. The heartbeat surfaces matched pairs (e.g., Kalshi recession 38¢ vs Polymarket recession 44¢) with both orderbooks scored for depth and slippage; cross-venue intents fire two legs simultaneously when the spread clears your floor.

How fast is the news loop?

Default 15-minute heartbeat for the LLM-curated briefing. News ingestion is continuous (Reuters, Bloomberg flash headlines, central-bank wires). Critical events (FOMC release, CPI print, geopolitical break) trigger an immediate out-of-band tick.

Can an AI agent run my macro book?

Yes. The CLI is the first-class surface for local agents, the HTTP APIs are the network surface, and MCP is available as an adapter for compatible hosts — read context, list edges, write a thesis tree, declare intents, list fills, attribute P&L. Agents typically run on a slower cadence (hourly thesis review, 15-min edge check, immediate kill triggers).

What about long-horizon macro views (months out)?

Supported. Long-dated contracts (6-12mo Treasury yield ranges, year-end recession calls, election year contracts) are tracked the same way. The thesis tree carries the time horizon; kill conditions are checked over the full horizon, not just the next tick.

Can I export the data?

Yes. CSV, JSON, Parquet via /api/public/context, /api/public/edges, /api/public/markets. Public endpoints are CC-BY-4.0. Authenticated execution endpoints (intents, orders) are BYOK and metered.

Related surfaces

Heartbeat engine

24/7 monitoring + thesis re-evaluation across Kalshi and Polymarket.

Edge discovery

How thesis-vs-market edges are surfaced and ranked.

Policy watch

Government shutdowns, Fed, tariffs, elections — same loop, policy lens.

Quant trading

Microstructure, depth-adjusted edge, regime detection.

Portfolio Autopilot

Full LLM agent that runs the macro loop on a schedule.

For funds

Cross-venue tools, audit trail, BYOK execution for fund desks.

Prediction market API

CLI, REST/Data API, real-time streams, MCP adapter.