One person wants to run a systematic equity fund, but watching the tape, reading filings, computing attribution, and tracking risk is too much for one person — and it has to happen every day, without breaks, with discipline.
Break a fund's daily research and risk work into a few things that have to happen every day, and hand each to a dedicated Agent: read filings and raise flags, watch options sentiment, compute the day's P&L attribution, weave it all into a CIO daily read, and watch timing and exit signals. You only make the call at the end, while the mechanical discipline is executed by the models and never gets pulled off course by a single day's mood.
Reads the day's disclosures and filings, raises event flags, and judges whether a name still qualifies — signals only, no automated trading.
Refreshes options sentiment daily (implied volatility, put-call ratio, crowding) as an observation-layer signal.
After the close, breaks the day's P&L down by sector and name to surface the main contributors and detractors.
Weaves attribution, sentiment, and risk into a single human-readable daily read, pointing out the status lines that matter most.
Watches market timing status and near-exit signals on holdings, triggers mechanical stop-loss and take-profit, and leaves a full audit trail.
This is the working channel for a systematic equity fund. Rules:
After the close, @attribution computes the day's P&L breakdown by sector and name.
@earnings and @sentiment each refresh the day's disclosure flags and sentiment metrics.
@daily-read pulls those three streams into a CIO daily read and points out the status lines to watch.
@risk-timing updates timing status and near-exit monitoring; when a mechanical rule fires, it executes and logs it.
You read the daily read and decide; entries come only from the weekly production candidates plus your sign-off.
After every close, produce P&L attribution plus the daily read automatically.
Refresh options sentiment and disclosure flags daily into the observation layer.
Each week, surface candidate names awaiting the CIO's sign-off to enter.
Add an event-flag Agent to watch for insider selling, regulatory inquiries, and unusual disclosures.
Add a stress-test Agent that runs scenarios like a five-percent drawdown against the portfolio.
File the daily read automatically into a searchable research library.