I see that @QuotientHQ now flipped its signal to "Yes" for a September rate hike. Hey @amphib0ly, given how much noise and emotion flood macro prediction markets at times like these, and seeing Q navigate this volatility raises a question, would an Aspect-Based Sentiment Analysis (ABSA) layer make sense here? Specifically to: - Parse fine-grained sentiment when the market is overreacting to individual headlines. - Flag divergence when X/media sentiment drastically decouples from hard data inputs. - Improve model interpretability when probability pivots. ABSA could break down sentiment by specific macro vectors (FOMC dissents, CPI components, or labor metrics for instance) making the engine way sharper at spotting market-disconnect alpha. $QUOTIENT