Systematic investing's edge is doing it every day without fail — and the hour of routine post-close work is exactly what humans find hardest to sustain.
Turn the post-close review into a fully automatic pipeline: after the close, the risk day card, P&L attribution, and candidate-scan increments are produced in sequence, the CIO Agent translates the numbers into the day's read, and the selection list is pushed to the decision-maker at a set time; Friday adds a market-top signal weekly. Market holidays skip automatically; reruns stay idempotent.
Pulls data automatically after the close, computes the risk day card and scan increments, and notifies only once the artifacts are complete.
Translates numbers into judgment: what changed today, what didn't, which line to watch — with a sanity check on the artifacts before publishing.
Pushes the selection list and daily report to the decision-maker at the agreed times; market holidays stay quiet.
Rules for the post-close pipeline:
@quant-eng pulls the day's data automatically after the close and produces the risk day card and attribution.
The candidate scan reports increments only: who entered today, who dropped out, who's near a threshold.
@cio writes the day's read; its pre-publish sanity check once caught a production bug in the scan artifacts and held the release — the engineering Agent isolated and fixed it in minutes, and the error never reached the decision-maker.
@dispatch sends the selection list at the agreed time; a request like 'send the same content to a second person' takes effect the same day.
Market-top signals tracked by a classic methodology roll up into a Friday weekly; one issue's breadth-divergence call played out in the index within days.
Risk day card + attribution + daily read + scheduled push, fully automatic on trading days.
A weekly-timeframe scan and comparison of candidates across the whole market.
The market-top signal weekly, tracked continuously and traceable issue by issue.
Grow the daily reads into a searchable research library for revisiting past judgments by theme.
Tier the pushes: routine dailies arrive silently, only anomalous signals ping.
Review 'daily-read calls vs. what happened next' monthly to keep score on interpretation quality.