From first workflow to a
managed AI estate.

How it works

Actual vs. consensus, actual vs. your model, management tone deltas, and the five questions worth asking — the moment a covered name prints.

Trigger

A covered name prints.

Sources

Transcripts, prior calls, consensus, your internal model and notes.

Output

A structured one-pager to the analyst, with citations on every figure.

How it works

Curated handles, subreddits and podcast feeds surfaced as ranked ideas tied to your universe, deduped against what you've already seen.

Trigger

Scheduled through the day, plus on-demand.

Sources

Curated X handles, subreddits, podcasts, Substack and other public feeds.

Output

A ranked email of ideas: source, hypothesis, why-now, conviction, dedupe.

How it works

Every open position graded against its original case, flagging deterioration and where price action has decoupled from the story.

Trigger

Weekly, plus on any material event.

Sources

Your thesis docs, position sizes, P&L, news, filings, consensus shifts.

Output

A portfolio thesis-health dashboard with per-name grades and the evidence behind them.

How it works

The questions worth asking — grounded in your model's deltas, not the ones the sell-side is going to ask.

Trigger

On-demand, or before a scheduled call.

Sources

The print, your model deltas, prior transcripts, expert-call notes.

Output

An annotated question list, each tied to the data point it probes.

How it works

Chinese, Japanese, Korean and German sources surfaced in English, with translated excerpts and citations.

Trigger

Scheduled or thematic, anchored to coverage names.

Sources

Foreign-language journals, filings and industry press.

Output

An English brief with translated source excerpts and citations.

How it works

Your firm's years of decisions as a queryable record, reviewed the same disciplined way every quarter.

Trigger

On-demand, plus a monthly behavioral debrief.

Sources

Your trade blotter, thesis notes, exit rationale, P&L attribution.

Output

A statistical, non-judgmental behavioral pattern report.

How it works

Overnight news, watchlist movers, today's macro releases and prior-day attribution — tailored to each seat.

Trigger

Scheduled pre-market.

Sources

News feeds, your watchlist, the macro calendar, prior-day P&L.

Output

A ticker-tagged, citation-linked brief per analyst.

How it works

Inbound research indexed as it arrives, consensus-vs-outlier views surfaced, estimate changes highlighted.

Trigger

A new research note arrives by email or file drop.

Sources

Inbound sell-side research from your brokers.

Output

A per-ticker research index with change-vs-prior highlighting.

How it works

A forward calendar — earnings, FDA dates, regulatory hearings, conferences, rebalances, expiries — mapped to the book and cross-tagged to size.

Trigger

Weekly, plus on-demand.

Sources

Earnings, FDA and regulatory calendars, conference schedules, your positions.

Output

A color-coded weekly pack, cross-tagged to position size.

How it works

A continuous read on growth, inflation, rates, credit and the dollar, with the book's implicit exposure stated explicitly.

Trigger

Daily, plus on major data releases (CPI, NFP, FOMC).

Sources

Macro data, rate futures, credit spreads, the dollar, factor returns.

Output

A regime card: current state, recent shift, the book's implicit bet, where the risk is.

How it works

One row per company, one column per question you define, every cell cited — re-run as new filings and transcripts land so the grid stays current.

Trigger

On-demand — you set the universe and the columns — plus a scheduled refresh through earnings season.

Sources

Transcripts, filings, your model and notes, sell-side, news — per name in the universe.

Output

A cited grid (company × question), exportable, every cell traced to source.

How it works

AI monetization, input-cost inflation, tariffs, pricing power, capex cycles — tracked across the season with phrase-level evidence.

Trigger

Through earnings season, plus on each transcript drop on a universe name.

Sources

Current and historical transcripts, your theme definitions, ticker/theme matching.

Output

A per-theme dashboard: who's exposed, who's mitigating, who's shifted.

How it works

Each name's policy exposure, mitigation actions and quantified margin impact, rolled up to a book-level overlay.

Trigger

Scheduled, plus on a new transcript or filing, or a major policy event.

Sources

Transcripts, 10-K / 10-Q, management guidance, your position file.

Output

A per-name exposure card plus a book-level rollup.

How it works

A full initiation primer — business model, unit economics, competitive position, bull/bear debate, risks — grounded in filings, cited on every claim.

Trigger

On-demand on any ticker, or when a new name surfaces from a screen.

Sources

Filings (10-K / 10-Q / S-1), transcripts, sell-side, news, plus your internal history.

Output

A structured primer to inbox or dashboard, every figure cited.

How it works

The stated narrative cross-examined against physical signal — customs records, power draw, satellite, foot traffic, hiring — ranked by divergence, both directions.

Trigger

Weekly across coverage, plus on an earnings or guidance event.

Sources

Transcripts and guidance, customs and trade-flow data, grid load, satellite and foot-traffic feeds, shipping, job postings.

Output

A divergence ranking with a per-name evidence card and direction.

How it works

A standing supplier→customer graph traversed on any shock — plant fire, export control, bankruptcy, port closure — to surface downstream exposure.

Trigger

Continuous event monitoring against the standing graph.

Sources

Supply-chain relationship data, customs records, filings, news and event feeds, sanctions lists, your positions.

Output

A propagation alert: the event, the ranked downstream names, the transmission path, and which positions sit on it.

How it works

Involuntary buildout disclosures aggregated per company — who is genuinely scaling datacenters, fabs and factories vs. narrating it.

Trigger

Weekly, plus on a new filing in a monitored jurisdiction.

Sources

ISO interconnection queues, EPA and county permits, utility filings, land registry, construction postings, H-1B/LCA filings.

Output

A per-company buildout dossier and a universe ranking of real vs. announced capex.

How it works

Proposed rules mapped to winners and losers, overlaid with the lobbying-spend tell most investors ignore.

Trigger

Daily rulemaking ingest, plus new lobbying and congressional-trading disclosures.

Sources

Federal Register and agency dockets, lobbying disclosures, STOCK Act trading, contract awards, your positions.

Output

A per-rule impact card: affected names, direction, magnitude, timeline, who's lobbying which way.

How it works

Your thesis embedded per position, then measured continuously as it appears in sell-side notes, social and news — early when absent, a trim signal when it's consensus.

Trigger

Weekly per position, plus on any thesis-doc update.

Sources

Your internal thesis docs, sell-side stream, curated social feeds, news, embedding similarity over time.

Output

A per-position consensus-convergence score with trend, and the excerpts now echoing your thesis.

How it works

Posting content, not just counts: strategy leaks in new roles, division-level attrition spikes, the people closest to the problem leaving first.

Trigger

Weekly per coverage universe.

Sources

Job postings, workforce datasets, H-1B/LCA disclosures, layoff trackers, your positions.

Output

A per-name weekly delta digest: notable roles with the inference, posting velocity by division, attrition flags.

How it works

Fires when 3+ managers on your curated list initiate or add the same name; the staleness check resolves whether the lag ate the trade.

Trigger

Quarterly 13F drops on your list, plus 13D/G and Form 4 events in between.

Sources

13F history for your curated managers, 13D/G, Form 4, price history, your positions.

Output

A triage card per cluster — the names, the managers, new-vs-add — with the freshness check resolved.

How it works

Fires on 3+ open-market insider buys in 30 days after a drawdown — no 10b5-1 plans — weighted up for CFO buys large vs. their pay.

Trigger

The Form 4 stream, evaluated on each new filing.

Sources

Form 4 with 10b5-1 detection, price history, insider comp context, your positions.

Output

A triage card: the cluster, the drawdown context, and whether it's already bounced.

How it works

Fires on a >12–15% single-print drop and decomposes the miss — timing vs. lost customer, FX vs. demand, one-time vs. structural.

Trigger

A print-day move threshold on watchlist or universe names.

Sources

Transcript, segment results, guidance detail, prior notes, price history.

Output

A triage card: the miss decomposed driver-by-driver, transitory vs. structural, with a retrace check.

How it works

Surfaces names where CDS or bond spreads and the equity diverge — deteriorating credit against flat equity, or credit healing first.

Trigger

Daily divergence computation across the universe; fires on a threshold breach.

Sources

CDS and bond pricing, equity prices, capital-structure reference data, news.

Output

A triage card: the divergence quantified, which side moved, candidate explanations.

How it works

Computes the implied delta vs. consensus from a related entity's hard data — TSMC monthlies to its customers, a Korea DART JV filing to a US name.

Trigger

A hard-data print by any mapped related entity, including international feeds.

Sources

Your relationship map, the related entity's figures, consensus estimates, price history, the earnings calendar.

Output

A triage card: the read-across math, the implied delta, whether it's already moved, days to print.

How it works

Builds each company's guide-vs-deliver distribution — a serial sandbagger selling off on “disappointing” guidance, an overpromiser guiding aggressively at a peak.

Trigger

Each new guidance event on a universe name.

Sources

Guidance archive, realized results, estimate history, a Form 4 overlay, the price reaction.

Output

A triage card: the guide-vs-deliver record, what the market just priced, the divergence, direction.

How it works

Surfaces declines with a nameable, constrained seller — index deletion, a fund liquidating, forced IG→HY selling, lockup expiry — with fundamentals unchanged.

Trigger

Index changes, fund-liquidation news, rating actions, the lockup calendar; fires as flow exhausts.

Sources

Index constituent data, 13F/G, ratings feeds, the lockup calendar, volume, a fundamentals snapshot.

Output

A triage card: the seller, why they must sell, flow remaining vs. volume, fundamentals-unchanged evidence.

How it works

Tracks completed spin-offs into the post-separation window where forced selling meets an insider-buying check.

Trigger

Spin-completion events, re-evaluated daily through the orphan window.

Sources

The corporate-action calendar, index thresholds, volume, Form 4 at the spinco, the Form 10.

Output

A triage card: where the name sits in the orphan window, forced-flow status, insider activity, the business in brief.

How it works

A short-side screen firing on the rare conjunction: CFO/GC departure + non-plan insider sales + auditor change or comment letter + quietly redefined comp metrics.

Trigger

Each contributing filing updates the composite; fires on the conjunction threshold.

Sources

8-K departures, Form 4, auditor-change filings, EDGAR comment letters, proxy comp diffs, price history.

Output

A triage card: each leg cited to its filing, the conjunction timeline, the staleness check.

How it works

A composite z-score of demand proxies vs. consensus revenue, firing only when the streams agree and sit beyond two sigma inside four weeks of a print.

Trigger

Weekly per universe name, gated to the four weeks before each print.

Sources

App intelligence, web traffic, review streams, job postings, transaction panels, consensus estimates, the earnings calendar.

Output

A triage card: each proxy's z-score, the agreement check, the implied gap vs. consensus, direction, days to print.

How it works

Spread, premium walk, financing structure, regulatory path and base-rate-informed probabilities on any target/acquirer pair.

Trigger

A new deal announcement, or on-demand with a target and acquirer.

Sources

Deal filings, the live spread, antitrust precedent, comparable deals.

Output

A deal one-pager, plus a live endpoint for ad-hoc requests.

How it works

A target 10-K against its named peer set: positioning shifts, language tone deltas, segment-level revenue and margin compares.

Trigger

A new 10-K on a portfolio name, or on-demand.

Sources

The target and peer 10-Ks, sell-side competitor framing.

Output

A cross-competitor map of what's said about whom, and what's changed.

How it works

Covenant cushion, maturity walls, refinance optionality and Chapter 11 docket events across credit and distressed positions.

Trigger

Scheduled, plus new 8-Ks and docket filings.

Sources

Indentures, credit agreements, 8-Ks, court dockets, credit research.

Output

A per-issuer dashboard: cushion, maturity wall, spread, optionality.

How it works

Quarter-over-quarter tone shifts, prepared remarks vs. Q&A, flagged at the phrase level with evidence.

Trigger

Earnings transcripts, analyst days, investor conferences.

Sources

Current and historical transcripts.

Output

A tone-delta report with phrase-level evidence.

How it works

Your internal model joined against Street consensus at segment level — every divergence, by metric, with the evidence behind it.

Trigger

Scheduled, post-earnings and post-consensus update.

Sources

Your internal model, a consensus feed, management guidance.

Output

A delta dashboard of where you disagree with the Street, by how much.

How it works

A ranked screen triangulating Form 4 insider activity, 13F positioning and short interest.

Trigger

Weekly.

Sources

Form 4 insider trades, 13F filings, short interest, options interest.

Output

A ranked screen with a triangulation score and positioning context.

How it works

A quantitative volume and breadth overlay on a fundamental position or sector.

Trigger

On-demand within the research workflow.

Sources

Pricing and volume data.

Output

A chart and commentary on what the tape says alongside the thesis.

How it works

Global news distilled to a daily portfolio read, run in-house with full control of the relevance model.

Trigger

Corpus build hourly, portfolio synthesis daily.

Sources

Global news, with an in-house searchable corpus and embeddings.

Output

A daily per-portfolio synthesis email, plus on-demand corpus search.

How it works

A per-deal workspace that ingests the data room and internal materials, runs phased diligence, then drafts the IC-ready memo with citations.

Trigger

A new deal or data room opened; on-demand per diligence phase.

Sources

VDR documents (folder structure preserved), CIMs, internal memos, comparable deals, market and competitor data.

Output

Structured diligence findings plus an IC-ready memo, full source lineage on every claim.

How it works

Screens for the activist setup, then overlays early footprints — Form 4 clusters, options sweeps, 13F creep, jet movements into target HQs.

Trigger

A weekly screen, plus on a footprint event.

Sources

13F/13D-G history, Form 4, options interest, governance data, valuation, flight tracking, legal-engagement signal.

Output

A ranked “next 13-D” candidate list with setup and footprint scores, plus an alert when a watched name's footprint jumps.

How it works

Dockets monitored for class-cert rulings, ITC exclusion orders, patent invalidations and bellwether outcomes, ranked by claim size vs. market cap.

Trigger

A new docket entry on a monitored case, plus a weekly calendar build.

Sources

Court dockets, ITC filings, your positions and watchlist, market-cap and insurance context.

Output

A forward litigation-catalyst calendar cross-tagged to the book, with per-case one-pagers.

How it works

A bitemporal record of every promise vs. what happened, producing a per-executive credibility score that travels via board and employment history.

Trigger

A new transcript or guidance event, plus an executive change at any covered name.

Sources

Historical transcripts and guidance, realized results, executive employment history, your positions.

Output

A per-executive credibility card, plus an alert when a serial overpromiser joins a portfolio name.

How it works

A plain-English narrative on the positions, factors and correlations that drove a VaR breach. Sits on top of your existing engine.

Trigger

A VaR threshold breach.

Sources

Position file, factor model output, scenario shocks, recent correlations.

Output

A one-page narrative to the risk committee and CIO.

How it works

The book's real factor exposure laid over the PM's stated thesis for each position.

Trigger

Daily.

Sources

Position file, a factor model, the PM's stated thesis.

Output

A factor decomposition with the PM's own narrative laid over the actual exposure.

How it works

Days-to-liquidate per position at multiple thresholds, a fund-level liquidity ladder, and redemption stress scenarios.

Trigger

Daily, plus on subscription, redemption or position change.

Sources

ADV per name, position sizes, the fund redemption profile.

Output

A per-name and fund-level liquidity dashboard with breach alerts.

How it works

Continuous prime broker and custodian health — ratings, CDS spreads, news flow, exposure concentration — with alerts.

Trigger

Daily, plus on rating change, CDS move or negative news.

Sources

Counterparty list, ratings, CDS, news, your exposure file.

Output

A per-counterparty health card with alerts and recommended adjustments.

How it works

Margin runway across prime broker relationships under multiple market scenarios, T+1 through T+30.

Trigger

Daily.

Sources

Position file, margin terms per prime broker, market scenarios.

Output

Margin runway by prime broker, with breach probability under stress.

How it works

Borrow cost and availability per short position, with alerts on availability collapse.

Trigger

Daily.

Sources

Prime broker borrow-rate feeds, your short positions, borrow history.

Output

A per-short cost and availability dashboard with alerts.

How it works

For every equity position, the rest of the name's ecosystem watched — its credit, suppliers, customers, input costs and FX — with an alert when they diverge.

Trigger

Daily, plus on a threshold move in any linked instrument.

Sources

Position file, CDS and bond pricing, the supplier/customer map, commodity and FX feeds, equity prices.

Output

A divergence alert spelling out the break, with a daily book-level rollup.

How it works

Every position scored for crowding — 13F overlap, borrow utilization, options gamma, ETF flows — flagging squeeze and degross risk.

Trigger

Daily, plus on a borrow-cost or utilization spike.

Sources

13F aggregates, securities-lending data, options interest and gamma, ETF flows, your positions.

Output

A per-position crowding score with trend, a book-level concentration view, squeeze and degross alerts.

How it works

Pre-trade rationale captured at trade time and scored against realized outcome — your own decision-evidence dataset.

Trigger

Each new execution, plus a historical backfill at engagement start.

Sources

Your multi-year blotter, thesis at trade time, exits, internal notes.

Output

A per-trade decision card; aggregated met-thesis vs. not patterns.

How it works

Overtrading after losses, anchoring on entry, holding losers, taking winners early — statistical and non-judgmental.

Trigger

Monthly, plus on-demand.

Sources

Multi-year blotter, timestamps, P&L by trade.

Output

A personal bias report — specific, statistical, non-judgmental.

How it works

Stated conviction at trade time vs. realized outcome, as a per-PM calibration curve across sectors and regimes.

Trigger

Quarterly.

Sources

Conviction tags, realized P&L, holding periods, market regime.

Output

A calibration curve per PM, per sector, per regime.

How it works

Your firm's checklist run back at the analyst, surfacing prior failure patterns as DD gaps.

Trigger

A new trade ticket, or an investment memo submitted for IC review.

Sources

Your checklist, per-analyst history, prior post-mortems, the thesis.

Output

A trade-specific checklist: green items, red flags, prior-miss reminders.

How it works

Written conviction tracked over time across your internal research notes.

Trigger

Weekly on internal note flow.

Sources

Your internal research notes archive.

Output

A report of positions with eroding written conviction but steady sizing.

How it works

Writes the pre-mortem per position, then instruments its top failure paths as live monitors — borrow cost, CDS, hiring, pricing, whatever the story runs through.

Trigger

A new position or material size-up; monitors run continuously, the pre-mortem refreshed quarterly.

Sources

Your thesis doc, position size, the full external data picture on the name, your prior post-mortems.

Output

A per-position pre-mortem narrative plus a live failure-path dashboard with confirmation alerts.

How it works

Collateral reviewed against the SEC Marketing Rule, with cleared-language alternatives from your approved library.

Trigger

A new marketing draft is submitted.

Sources

The draft, your approved-language library, your compliance lexicon.

Output

An annotated draft, a flag list, suggested edits.

How it works

Requests checked against restricted and watch lists and firm positions, with a defensible audit trail.

Trigger

An employee trade request, or weekly review.

Sources

Employee blotter, restricted/watch lists, firm positions, calendar.

Output

An approve / deny / escalate recommendation with full reasoning.

How it works

A live map of who holds what material non-public information, from what source, with auto-restriction and ageing.

Trigger

A restricted-issuer calendar event, expert call, or MNPI-tagged note.

Sources

Calendar, expert-network logs, meeting notes, blotter, restricted list.

Output

A live MNPI map, auto-restrict events, an aged-restriction review queue.

How it works

A firm-specific layer over your existing platform — internal jargon, code names, tipping markers.

Trigger

Daily or weekly.

Sources

Your existing surveillance archive, a firm-specific risk lexicon.

Output

A triaged review queue beyond what the base platform surfaces.

How it works

An ADV / PF / 13F / 13D-G filing calendar, pre-drafted from the prior period with change diffs flagged.

Trigger

Scheduled, approaching each deadline.

Sources

Firm structure, AUM thresholds, prior filings, recent guidance.

Output

A deadline countdown, a pre-populated draft, a change diff for review.

How it works

Continuous monitoring against sector, single-name, leverage and country limits, with pre-trade alerts where possible.

Trigger

Daily, plus post-trade.

Sources

Position file, the parsed mandate, current exposures.

Output

A compliance dashboard with breach alerts, pre-trade where possible.

How it works

New rules, guidance and enforcement across SEC, FCA, ASIC, MAS and more — filtered to your structure.

Trigger

Daily news ingest.

Sources

Regulator sites, enforcement archives, peer enforcement actions.

Output

A weekly digest of what's changed and what requires action.

How it works

LPs, counterparties and portfolio names re-screened on a schedule against sanctions, PEP lists and adverse media, with a recommended disposition.

Trigger

Scheduled, plus on a sanctions-list update or a new counterparty or position.

Sources

Your LP register, counterparty list, positions, sanctions/PEP feeds, adverse-media sources.

Output

A re-screening exception queue with match confidence, plus a clean-run attestation for the file.

How it works

A queryable knowledge base of your applicable rules that answers plain-language questions, drafts and updates policies, and alerts when a tracked rule changes.

Trigger

On-demand queries, scheduled re-ingest of the rule sources, plus on a rule amendment.

Sources

Your applicable rule set, prior policies and procedures, regulator guidance and no-action letters.

Output

Cited natural-language answers, draft or updated policy language, and a change alert when a rule moves.

How it works

Pre-populated from your master answer library, with only the net-new questions flagged for input.

Trigger

A new DDQ or RFP arrives.

Sources

Your answer library, policies, audit reports, current performance.

Output

A pre-populated draft plus a net-new-questions delta report.

How it works

Inbound LP questions drafted from prior approved responses and current performance.

Trigger

An inbound LP question.

Sources

Prior LP correspondence, current performance, internal commentary.

Output

A draft in the firm voice, with citations on any figures.

How it works

Attribution, position commentary, market backdrop and forward outlook in your firm's voice.

Trigger

Period end, or a major market event.

Sources

Attribution, position commentary, prior letters, internal notes.

Output

A full draft letter, ready for PM, IR and compliance sign-off.

How it works

Who they are, what they've asked before, and what they're likely to ask now — delivered the night before.

Trigger

A calendar event with a prospect or LP.

Sources

CRM, prior interactions, recent news and performance, public 13F.

Output

A one-page prep pack delivered the night before.

How it works

Subscriptions, redemptions, capital calls, lockups and notice periods, tracked with alerts.

Trigger

Daily, plus on a new subscription, redemption or capital call.

Sources

Investor pipeline, side letters, fund terms, AUM forecast.

Output

A capital-activity dashboard with deadline and side-letter alerts.

How it works

Every side letter and MFN clause tracked, with entitlements auto-triggered when new terms cross thresholds.

Trigger

A new side letter is signed, or scheduled audit.

Sources

Your side-letter library, MFN clauses, the current LP base.

Output

An MFN exposure map with auto-triggered entitlements.

How it works

Daily reconciliation of administrator NAV against internal P&L and positions.

Trigger

The NAV cycle (administrator file arrival).

Sources

Administrator NAV file, internal P&L, position file, fee accruals.

Output

A tie-out report with break analysis for the controller.

How it works

Expenses allocated across funds and share classes per methodology, with an audit trail.

Trigger

Month-end close, or a new expense entry.

Sources

Expense ledger, allocation methodology, prior periods, LPA terms.

Output

An allocated-expense report with audit trail and policy-compliance check.

How it works

Per-investor management and performance fees with high-water marks, hurdles and crystallization.

Trigger

Period end (quarterly / annual), or on-demand.

Sources

AUM by investor, high-water marks, hurdles, fee schedule, side letters.

Output

A per-investor fee calc with full audit trail.

How it works

The audit PBC packet assembled from internal records, with missing evidence flagged.

Trigger

The quarterly or annual audit cycle.

Sources

GL, supporting documentation, prior auditor PBC list, trial balance.

Output

A PBC packet draft plus a gap report.

How it works

Comparable trades, funding rounds and secondary activity assembled per illiquid position.

Trigger

Period end, plus on a new comparable trade or funding round.

Sources

Illiquid holdings, public comps, private-market and secondary data.

Output

A valuation memo per illiquid position with a full evidence trail.

How it works

The third-party admin monitored as a vendor — NAV-delivery timeliness, break and restatement rates, accrual accuracy, query turnaround.

Trigger

Each NAV cycle, scheduled monthly, plus on an SLA breach.

Sources

Administrator deliverables and timestamps, your shadow-NAV break history, SLA terms, query logs.

Output

A per-administrator SLA scorecard with breach alerts for the COO.

How it works

EOD matching of the OMS blotter against prime broker and custodian files — obvious breaks auto-resolved, the rest routed.

Trigger

EOD trade-file arrival.

Sources

OMS, prime broker / executing-broker files, custodian statements.

Output

A break report with suggested resolutions and recurring-pattern detection.

How it works

Upcoming actions on the book, with election deadlines, default-election warnings and position impacts.

Trigger

A new custodian / DTC notice, or daily.

Sources

Custodian corporate-actions feed, position file, election deadlines.

Output

A daily corporate-actions dashboard with decision-required alerts.

How it works

A T+1 to T+30 cash forecast by account, flagging margin, redemption and idle-cash drag.

Trigger

Daily.

Sources

Settled cash, pending settlements, margin, fee accruals, sub/red pipeline.

Output

A cash ladder by account.

How it works

The KYC / AML / FATCA / CRS workflow coordinated between LP, internal compliance and administrator.

Trigger

A new LP commit.

Sources

Intake form, KYC checklist, jurisdiction rules, admin status feed.

Output

A status dashboard, auto follow-ups for missing items, an escalation queue.

How it works

Every data subscription tracked — utilization, spend, renewal dates and redundant coverage.

Trigger

Monthly, plus 90 / 60 / 30 days before renewals.

Sources

Vendor contracts, seat assignments, usage logs, the AP feed.

Output

An ROI dashboard per vendor and seat, a renewal calendar, redundancy alerts.

How it works

Inbound proxy notices built into a live calendar of ballots and deadlines mapped to holdings, with default-vote warnings, feeding the Form N-PX record.

Trigger

A new proxy notice, plus a nightly sweep.

Sources

Broadridge/custodian proxy notices, a monitored mailbox or folder, your positions, your proxy-voting policy.

Output

A proxy dashboard — ballots outstanding, deadlines, position impact — plus an N-PX-ready vote log.

How it works

Quarterly tabletop scenarios with gap analysis for the BC / IT / CCO discussion.

Trigger

Quarterly.

Sources

Your incident response plan, contact tree, vendor list, prior drills.

Output

A tabletop transcript plus a gap analysis.

How it works

Single points of failure mapped across critical processes and credentials.

Trigger

Quarterly, plus on personnel change.

Sources

Org chart, process inventory, ownership tagging, credential register.

Output

A key-person risk map plus a documentation-gap list.

How it works

Every person, company, deal, position and decision the firm has touched, queryable in natural language.

Trigger

Continuous ingest of internal artifacts.

Sources

Email, meeting notes, blotter, research notes, news, expert-call logs.

Output

A natural-language query interface over the firm's history.