Economic events are the most predictable source of volatility on the planet, and most traders treat them as random. Event Impact tracks every scheduled release, central bank decision, and earnings event, shows you exactly how similar events have moved markets historically, computes expected volatility per instrument, and tracks the actual impact in real time. The economic calendar, finally a quantitative tool.
Open any retail trading thread the morning of NFP. The same questions every month: "Should I close before?" "What's the consensus?" "How much will EUR/USD move?" The answers, for those who care to look, sit in 47 prior NFPs, all measured, all repeatable, all entirely available to anyone with the data infrastructure to compute them. Almost nobody does.
Predictable volatility, treated as randomness, becomes losses.
The information asymmetry is striking. Institutional desks have full event impact modeling. Historical reaction distributions per instrument, surprise-vs.-consensus regressions, intraday volatility paths, optimal pre-event positioning. The retail trader has a TradingView calendar with red dots. Event Impact closes that gap. Every scheduled release for every asset class, with the empirical distribution of historical reactions, the median and tail moves, the surprise-direction edge, and the recommended pre-event posture. All visible, all in time to act on.
For every recurring event (NFP, CPI, FOMC, ECB, BOJ, etc.), the full distribution of market reactions across the last 10 years. Median move. 80th-percentile move. Tail outcomes. Per-instrument, per-timeframe (30-min, 1h, 4h, 1d).
How reliably does the market move in the direction of the data surprise? For NFP, DXY follows the surprise sign 68% of the time at 30-min. For UK CPI, GBP follows 73%. Empirically computed; updated event by event.
Pre-event expected volatility multiplier for every relevant instrument. EUR/USD: 2.1× normal during NFP. Gold: 2.4×. S&P: 1.3×. Used to size correctly, set wider stops, or trigger news-window lockouts.
During and immediately after release: live tick-by-tick measurement of the actual move vs. the historical distribution. Was this a 1-sigma event or a 3-sigma surprise? Real answer, in real time, on the screen.
Pre-event recommendations grounded in the historical data. Reduce size by X%. Move stops to Y. Activate news lockout at Z minutes. Defaults are conservative; overrides are explicit. Optional integration with Funded Trader Compliance for funded accounts.
if at.events.next(within="30m").impact >= "high": flatten(). Use upcoming events as preconditions in any strategy. Auto-flatten before major events. Auto-reduce around medium-impact releases. Programmable event awareness.
The defining capability isn't the calendar. It's the empirical reaction history sitting behind every event in the calendar. When NFP is two hours away, you see what 47 prior NFPs did to EUR/USD, DXY, gold, and yields, not as anecdote, but as distribution. Median. Quartiles. Tail outcomes. Surprise-conditional reactions. That's what turns calendar awareness into actionable edge.
Every event in Event Impact comes with the full empirical reaction history. For repeating events (NFP monthly, CPI monthly, FOMC eight times a year), this is hundreds of observations across years. For one-off events (a particular central bank speech, a UK election), the system uses peer events (similar speeches, similar contexts) to construct an analog distribution.
500+ economic releases, central bank decisions, treasury auctions, earnings calls, and tier-1 speeches per month. Pulled from a multi-source feed, scrubbed for consensus drift, mapped to the instruments they actually move.
For each event, pull the last 10 years of identical releases, measure the market reaction across the relevant instruments and timeframes, build the conditional distribution given the surprise vs. consensus, the regime, and any other discriminating features.
Pre-event: expected volatility, position guidance, and historical context. During the event: real-time reaction tracking vs. the distribution. Post-event: full attribution on any trades that crossed the window. All available to your strategies via SDK.
Event Impact rolls out by event class. The high-impact recurring releases ship first. They're where the empirical data is richest and the trader value is highest. Lower-impact events and one-off categories follow.
NFP, CPI, FOMC, ECB, BOJ, BoE. Historical reaction analysis. Pre-event expected volatility per instrument. Real-time impact tracking during release. Available to All-Access subscribers first.
500+ events per month across all major economies. Surprise-direction edge analysis. Intraday reaction paths. Position guidance defaults. Strategy Lab SDK access.
General availability. Single-stock earnings reactions for S&P 500 names. Central bank speech analysis. Treasury auction impact tracking. Custom event subscriptions per instrument or sector.
Multi-instrument reaction modeling. Regime-aware filters (same event, different rate cycle = different reaction). Probability-weighted scenario trees for major events. Integration with Scenario Testing app.
Pre-configured news-window lockouts pulled from your Event Impact feed. If your prop firm bans trading 3 min around tier-1 events, FTC enforces it automatically. No more "I forgot CPI was today" account losses.
See Funded Trader Compliance →Your bot refuses to trade EUR/USD 30 min before NFP. Your scalper auto-flattens 5 min before FOMC. Build event awareness into your code as a precondition. Reduces tail-risk blowups without any human intervention.
See Strategy Lab →Before NFP, see your aggregate USD exposure across positions. Heavy long USD into upside-surprise risk? Heavy short into miss risk? Same view; different lens. Make pre-event hedging or trim decisions with the full picture.
See Risk Exposure →Closed beta opens in April with the tier-1 macro events (NFP, CPI, FOMC, ECB, BOJ, BoE). Beta access is free for the first 2,500 waitlist members. Production pricing aligns with other Arizet apps ($8 / 7d · $29 / 30d · $269 / 365d).
Join the waitlist and we'll send you beta access when Stage 01 opens. Free through public beta in May. Priority given to traders who actively trade major releases.
The economic calendar has been waiting two decades to become a quantitative tool. We built it.