Data Sources

Below is a more detailed look at the data streams behind the Stocks Agent’s capabilities.

Time-Series (U.S. Stock Prices)

• Intraday Ticks: Real-time or near-real-time price and volume.

• OHLCV Bars: Typically aggregated at intervals (1 minute, 5 minutes, daily).

• Corporate Actions: Splits, dividends, buybacks.

We store these in a time-series database for fast querying and correlation with other signals.

Options Data

• Option Chains: Expiration dates, strikes, implied volatility (IV).

• Greeks: Delta, Gamma, Theta, Vega (at multiple strikes).

• Open Interest and Volume: Early indicator of market sentiment or large directional bets.

Capturing unusual options activity (e.g., a massive block of calls) can often signal an impending move. This data fuels the “alpha detection” part of the pipeline.

Analyst Reports

• Consensus Price Targets: Aggregations from multiple sell-side analysts.

• Upgrades/Downgrades: Date-stamped events that can move the market.

• Earnings Forecasts: Projections for future quarters or years.

We parse structured feeds or PDF summaries from aggregator services. The Agent can measure the delta between old and new targets, track analysts’ historical accuracy, and weigh contradictory opinions.

Company Fundamentals

• Income Statements: Revenue, operating margin, net profit.

• Balance Sheets: Cash, debt, equity, liquidity ratios.

• Cash Flow Statements: Operating, investing, and financing cash flows.

Ingested from sources like SEC EDGAR. We convert raw numbers into standardized ratios (P/E, P/B, ROIC, etc.) for quick cross-comparison.

Insider Trades

• Form 4 Filings: When corporate insiders (executives, board members) buy or sell shares.

• Insider Ownership Levels: Could indicate confidence (or lack thereof) in a company’s future.

Tracking insider trading patterns is a longstanding strategy for identifying potential turning points.

Institutional Positions (Upcoming Addition)

• 13F Filings: Shows which hedge funds or institutions hold which stocks, updated quarterly.

• Whale Trades: Large block transactions that can appear on “dark pools” or after-hours trades.

While not real-time, these disclosures can reveal shifts in “smart money” positioning over time.

SEC Filings

• 10-K (Annual), 10-Q (Quarterly), and 8-K (Material Events): Detailed reports containing risk factors, forward-looking statements, and financial details.

• Proxy Statements: For corporate governance, executive compensation, or major shareholder changes.

The challenge is textual complexity—the Agent must parse PDF or HTML documents, extract relevant info (like guidance changes), and summarize it for end-users.

Management Q&A

• Earnings Calls: Transcripts where management discusses quarterly results.

• Investor Day Presentations: Slide decks or Q&A sessions.

2.9 Reddit Trends & Sentiment

• Subreddit Monitoring: r/WallStreetBets, r/stocks, r/investing.

• Keyword Frequency: How often is a ticker mentioned, and in what sentiment context?

• Viral Threads: Potential for “meme stock” phenomena.

This is often real-time or near-real-time scraping, requiring advanced tokenization to catch tickers and synonyms.