Press & Research Resources
Convex is an AI macro intelligence platform. Journalists, researchers, and content creators citing our data or analysis are welcome. This page has the context, stats, and suggested citation formats you may need.
Platform by the Numbers
About Convex
Convex is an AI macro intelligence platform that synthesizes 200+ economic indicators, CFTC positioning, on-chain analytics, and sentiment signals into daily macro analysis and regime classification. The platform is free during beta and powers research on rates, inflation, equities, credit, crypto, and commodities.
Editorial is produced by the Convex Research Desk, with full methodology and data attribution documented at /methodology and /data-sources. Our corrections policy is public at /corrections.
Suggested Citation Formats
Convex Research Desk. (2026). [Article title]. Convex. https://convextrade.com/articles/[slug]
Convex Research Desk. 2026. "[Article title]." Convex. Accessed 2026-05-17. https://convextrade.com/articles/[slug].
Convex Research Desk. "[Article title]." Convex, 2026-05-17, convextrade.com/articles/[slug].
@online{convex-2026,
author = {{Convex Research Desk}},
title = {[Article title]},
year = {2026},
url = {https://convextrade.com/articles/[slug]},
urldate = {2026-05-17},
}Embeddable Widgets
Convex chart widgets can be embedded in articles, research notes, and blog posts with a single iframe. Attribution is baked into the widget; no separate link required. See the embed page for the full list of embeddable metrics and code snippets.
<iframe src="https://convextrade.com/widget/metric/dgs10"
width="240" height="120" style="border:none" loading="lazy"
title="10-Year Treasury Yield, Convex"></iframe>Replace dgs10 with any supported ticker (spy, btc, vixcls, etc). Composite and dashboard widgets live at /widget/regime, /widget/recession, /widget/cvrp-history, /widget/yield-curve, and /widget/cnli.
For Academics & Researchers
Each Convex composite indicator has a public methodology paper documenting the formula, data sources, interpretation thresholds, and known limitations. The papers are authoritative: any live reading on the site is reproducible from the definitions below. Working drafts for SSRN and journal submission are in preparation.
Research data access
The public API documented at /developers exposes macro regime, composite indicators, and live metric readings in JSON with documented CORS headers. Rate limit is 100 requests/day unauthenticated; higher limits available on request for academic research projects. A machine-readable citation endpoint at /api/public/cite/{ticker} returns pre-formatted APA, Chicago, MLA, and BibTeX entries for any metric.
A full machine-readable content index for AI systems and programmatic agents is published at /llms-full.txt. Sitemap and structured-data coverage is documented at /sitemap.xml.
Collaborations and data-use letters
Academic researchers working on recession forecasting, unconventional monetary policy, cross-asset risk appetite, or narrative economics are welcome to request replication data, custom backfills, or data-use letters via the contact page. Mention your institution, research question, and preferred data format. We prioritise requests tied to working papers and seminar presentations.
Press Contact
For interview requests, fact-checks, data-licensing questions, or anything that needs a fast turnaround, reach the research desk via the contact page.
Data-licensing inquiries should note the intended use, audience, and distribution channels. We respond to press inquiries within one business day.