CPI
CPI Inflation Hedged ETF
stock NYSE

Real inflation is running much hotter than our falsified CPI data will acknowledge. If Warsh was serious about combating inflation, he would hike by a full basis point, but that would crash the Fed's asset bubbles & Ponzi markets. Better to crush consumers instead.

Yes, everything below 4 times the official CPI rate is stealing life from you.

got fed up with my prev broker...London+NY sessions - my main trading times, yet always had too wide spreads on fx and stocks, and I aint talking abt major news releases like CPI or earnings announcement...plain trading day could distort spreads ...so changing the broker.

ended up with this firm, read about them - what is interesting is their peculiar account upgrade system. Surely I am more interested in higher tier accounts - Deluxe or Ultimate, 0.5 pip is gem for me, after dealing with 1+ pip in the past..🫥

question: Has anyone traded? How are the spreads? Any slippage noticed?

For hedging inflation with PMs, gold is primary and silver secondary. Platinum is not likely the play for inflation hedge. There is CPI and there is monetary inflation. Monetary inflation has been running close to 7% annually since the 1970’s. Gold has been a great monetary inflation hedge over the past quarter century with a CAGR over 10%.
Regarding platinum not having great returns over the past quarter century, the contrarian argument is that it is undervalued and that’s the opportunity.

Better compare the gold price to global M2 money supply then CPI data from only one country with a random basket of goods and services?!

even a disastrous CPI would still pump this shit and now that it is even more rigged than before. we might it 900 by the end of the year

I'm genuinely curious why there's a second day of a bull rally. Not that I'm complaining, as everyone can make money from a bull rally.
But with the shaky situation in Iran, and let's be real....this would be the 3 or 4th time we have had a deal on the table just for it to go sideways a few weeks later.
Earnings that are happening this week still hasn't come out yet and were still a week away from the CPI data coming out. So I genuinely ask what the hell is the reason for the move here?

Yeah, indicators aren’t really “failing” there, they’re just calculating what price already did. During CPI or NFP the bigger issue is liquidity disappearing, spreads widening and price jumping through levels before a normal signal can even form.
I always check the economic calendar before the session and mark the high-impact releases. I usually don’t trade the initial reaction because the first move can reverse just as violently once the market digests the number. I’d rather wait for price to establish a range, reclaim or reject a key level, then use VWAP, market structure or order flow for confirmation.
For me, technicals are much more useful after the event than during the first few seconds of it.

yeah, close. listed options actually started with quarterly expirations, then monthlys were added. standard monthly equity and ETF options generally expire on the third friday, while Cboe introduced SPX Weeklys in 2005 and expanded weekly expirations from there.
if a non-monthly expiry looks unusually rich, an event inside that expiry is often the reason, like earnings, CPI or FOMC. i'd compare the IV or expected move rather than just the dollar premium, since the longer-dated monthly still has more time value.

and yet somehow things like that aren't counted for CPI...

relevant for CPI

Same experience, but I ended up thinking about it a bit differently: the indicator isn't slow, I'm just asking it something it can't answer. RSI or MACD is an average over the last X bars, and right after a print most of those bars are from before the news. It takes a while to catch up because that's what it is, not because it's broken.
What helped me more than looking for something faster was deciding before the release what I'd do if the number comes in hot vs cold, and then only checking whether price actually did that. Turns the print into a yes/no instead of me reacting.
One thing that surprised me when I went back through old event days: the same release doesn't hit everything equally. Some pairs barely moved on CPI days — quieter than a normal day — while other stuff went wild. So sometimes the lag feeling isn't the indicator at all, it's that the event just doesn't land where you're positioned.

Yeah, knowing CPI or geopolitics does not automatically create edge - I learned that fast after a few trades where I was right on macro and still got clipped on timing. But ignoring the calendar and the actual driver of volatility is usually just bad risk math, especially intraday when spreads and ranges blow out. That is why I like having a setup where I can size up when it matters, and 50K Trade has been useful for that with extra margin up to 1:200 on real stocks and ETFs.

Been trading for a while and something that keeps tripping me up is how much technical analysis lags during actual news-driven moves. RSI, MACD, whatever — they're all backward looking by definition. The moment CPI or NFP drops, price has already moved before any indicator confirms it.
I've been experimenting with leaning more on real-time context instead like news feed, economic calendar, whatever's actually driving the market right now and using technicals more as confirmation after the fact rather than the primary signal. Feels like it's changed how fast I can react, but I'm curious how the rest of you handle that lag. Do you build in a manual "check the calendar first" step before trusting any indicator, or is there a better system I'm missing?
First time posting here, been lurking for a bit. Curious to hear how people who trade macro events specifically structure their process.

Before wiring any of those in, check how each one gets revised. GDP gets a second and third estimate, payrolls get revised for two months after, CPI and PMI get benchmark revisions. Pull them from a normal API and you get today's value, which is not the number anyone could have traded on the day it printed. Backtest against that and the macro layer looks prescient, because partly it is. FRED exposes vintages through ALFRED, so you can ask what a series looked like as of a given date. More work, and it is the difference between a macro signal and a time machine. Worth checking how independent those eleven really are too. For gold most of them route through real yields and the dollar, so you may have two factors wearing eleven hats.

CPI and oil will be down, probability of a fed hike will go down, markets will rip

Disclosure: I work for Coinpaprika and DexPaprika.
For the raw [Pump.fun](http://Pump.fun) bonding-curve instruction archive, you may still need a Solana archive/dataset approach like people suggested here, especially if you need decoded create instructions, creator wallet details, and inner CPI behavior. I wouldn’t pretend a market-data API fully replaces that kind of research dataset.
Where DexPaprika may help is the post-graduation side: DEX/on-chain token prices, pools, liquidity, swaps, and streaming data for pool/token monitoring. So if part of your project is analyzing PumpSwap/Raydium behavior after graduation, it may be worth testing alongside the archive/dataset route.
My practical split would be: use archive/query datasets for raw historical instruction decoding, then use a DEX data API for pool-level market data, swaps, liquidity, and ongoing monitoring.