Managed Digital Analysts

The work your team
shouldn't be doing by hand.

Each one below is a job inside the firm done faster, cheaper, and more consistently than a person can do it by hand — built around your data and your lens. Find the ones you need. We'll build them.

Tell us your top 3

Hire the capability. Skip the headcount.

A Managed Digital Analyst is a production agent that does a real job inside the firm — built around your data, run on your behalf, monitored and maintained. We establish your lens first — how you read the market, what you weight, what you'd ignore — and apply it to every agent, so the output is yours, not a generic feed. Two firms running the same agent end up with two very different implementations.

86 agents

Front Office

Research & Idea Generation

Earnings Day Synthesis

Every print fully digested in minutes — your analyst walks into the call with the question that matters, not the one the Street is asking.

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.

Multi-Source Signal

Catch the trade idea on X, Reddit or a podcast before it reaches the Street — without anyone scrolling a feed.

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.

Thesis Monitor

Know a thesis is breaking a week early — not at the next monthly review, after the P&L has already moved.

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.

Pre-Call Prep

Walk into every management call with differentiated questions that build your analysts' credibility.

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.

Cross-Border Research

Read the ideas the English-only Street literally can't — information arbitrage in healthcare, autos, semis and industrials.

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.

Behavioral PM Copilot

Finally see your own patterns — where you exit winners early, hold losers too long, and where conviction actually pays.

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.

Morning Brief

Give every analyst their 60–90 minutes of morning scanning back — only what matters to their names.

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.

Sell-Side Synthesizer

Stop reading 20 of the 100 broker notes that hit each week — every one digested and indexed by ticker.

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.

Catalyst Calendar

Never get blindsided by a catalyst on a position again.

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.

Macro Regime Tracker

Know exactly what macro bet your book is making — before the regime turns against it.

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.

Thematic Comparison Grid

The cross-company comparison your analyst builds by hand over days — every name answered against your questions, in minutes and kept live.

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.

Earnings-Season Theme Tracker

Track the secular themes that move your book across every name — and see who changed their tune since last quarter.

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.

Tariff & Policy Exposure Mapper

The policy overlay a CIO asks for the week a new tariff lands — built bottom-up from what management actually said.

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.

Company Primer

Initiate on a new name in minutes instead of days — so the time goes to the debate, not the gathering.

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.

Physical-vs-Narrative Divergence

Catch the trade no vendor platform can see — where management's story and the physical world disagree.

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.

Supply-Chain Shock Propagation

Map the second- and third-order names before the Street does — when a shock hits, the graph already knows who's exposed.

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.

Quiet Capex Radar

See who's actually building before the press release — companies disclose to regulators and counties long before they tell investors.

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.

Regulation Alpha Miner

Read proposed rules while they're still proposals — and use lobbying spend as management telling you what moves their P&L.

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.

Variant-Perception Decay Meter

Answer the question every PM asks and nobody instruments — is my edge still an edge?

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.

Job-Postings-as-Disclosure

Read hiring as forward disclosure — a “Director, Restructuring” posting means trouble months before the income statement shows it.

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.

Signal Screens

13F Cluster Accumulation

When three managers you respect independently buy the same name in the same quarter, that's a real conviction signal — and the 45-day-lag objection is answered on the card.

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.

Insider Cluster Detector

One of the best-documented long signals there is — three insiders buying after a drawdown, with the noise filtered out.

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.

Overreaction Decomposer

The market reprices the headline in minutes; classifying why takes hours — closed to minutes, while the dislocation is still on the screen.

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.

Credit-Knows-First Divergence

When a name's credit and its equity price contradictory futures, trust the credit — it's paid only for downside accuracy.

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.

Read-Across Lag

When a supplier or foreign-listed partner prints data that mechanically implies a covered name's quarter, catch the not-yet-moved name.

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.

Guidance Sandbagger Screen

The market takes every guide at face value; the issuer's own track record predicts the actual outcome.

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.

Forced-Seller Flag

When someone sells because they must rather than because they know something, the other side is structurally good.

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.

Spin-off Orphan Screen

The most codeable setup there is — mechanical indexer selling into a spinco with no coverage yet, and insiders starting to buy.

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.

Abandon-Ship Composite

The people with the most information leave, sell and rewrite contracts long before the income statement shows it — and conjunctions don't happen by accident.

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.

Nowcast-vs-Consensus Pre-Print

Five independent demand proxies agreeing two sigma from consensus means consensus is probably wrong — with a dated catalyst attached.

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.

Investment Workflows

Merger-Arb Digital Analyst

A full deal one-pager in minutes instead of hours — consistent quality, grounded break/close odds.

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.

10-K Competitor Mapping

The cross-competitor read your analysts want but rarely have time to produce — days of work, in minutes.

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.

Capital Structure & Covenant Tracker

Continuous covenant and maturity visibility on every credit name — replacing tracking done by hand today.

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.

Sentiment & Tone Drift

Catch the management tone shift the transcript hides — a signal research shows is worth roughly double the lexicon baseline.

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.

Proprietary vs. Consensus Delta

See exactly where you disagree with the Street, by how much — the place alpha actually lives.

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.

Idea Sourcing — Insider / 13F / Short

Surface names you don't already know — where insiders, smart money and shorts all point the same way.

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.

Volume & Breadth

A second read on timing — what the tape is saying alongside the fundamental story, no quant team required.

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.

Portfolio News Pipeline

Know what moved every name and why, every morning — at a fraction of the per-ticker cost vendors charge.

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.

Deal Diligence & IC Memo

The time sink in event-driven and special-situations diligence — first-pass VDR triage and IC prep — turned repeatable, with the deal-killer surfaced earlier.

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.

Activist Pre-Positioning

The 13-D pop is the most repeatable event-driven move in equities — and it's fully formed before the public filing.

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.

Litigation Docket Calendar

Turn the court system into a catalyst feed — the binary, dated legal events the market under-watches outside dedicated litigation funds.

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.

Management Credibility Ledger

The market re-learns each CFO's credibility one disappointment at a time — this makes it portable, and it follows people across companies.

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.

Back Office

Risk

VaR Breach Narrator

Hand the CIO the story behind the breach, not just the number.

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.

Hidden Factor Exposure

See the risk you don't think you're taking — “you think you're long quality, you're actually long momentum.”

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.

Liquidity Risk Monitor

Turn the quarterly liquidity surprise into a number you watch every day.

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.

Counterparty & Custody Risk

See counterparty trouble coming, instead of finding out the hard way.

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.

Margin Call Forecaster

Pre-empt the treasurer's nightmare — margin call risk before it bites.

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.

Short Book Cost & Availability

Stop silent alpha decay — catch the borrow squeeze before the recall.

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.

Cross-Capital-Structure Breaks

The cheapest early-warning a long/short book can run — credit usually knows first, and equity shops rarely watch their names' CDS.

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.

Crowding & Squeeze Early Warning

The risk factor that doesn't show up in Barra — “your short is the street's short,” knowable from public data instead of from the tape.

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.

Behavioral & Decision Intelligence

Decision Audit

Build the one thing most funds don't have — a closed-loop record of why you made the trades you made.

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.

PM Bias Diagnostic

The personal mirror PMs never get — your biases, in your own data, quantified.

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.

Confidence Calibration

Find out where your edge actually is — your “high conviction” calls may land less often than your low ones.

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.

Pre-Trade Checklist

Catch the repeat mistake before it ships — your own past misses raised as live questions on the new idea.

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.

Articulation Strength

Spot the position where conviction is fading but the sizing hasn't moved — before the P&L surprise.

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.

Position Pre-Mortem Engine

Generic early-warning watches the same five metrics on every name — this watches the specific way each position dies.

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.

Compliance

Marketing Pre-Screen

Cut compliance review cycles on marketing collateral — and reduce Marketing Rule exposure.

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.

Personal Trading Surveillance

Clear the weekly stack of employee trade requests automatically — humans only touch the edge cases.

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.

Restricted List & MNPI Mapping

Contain the firm's highest-stakes risk — MNPI restricted at the point of receipt, automatically.

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.

Comms Surveillance Augmentation

Catch the firm-specific risk your off-the-shelf surveillance misses.

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.

Regulatory Filing Assistant

Never miss a filing deadline — and save hours of mechanical drafting each period.

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.

Guideline & IPS Compliance

Cheap insurance against the most avoidable failure there is — a mandate breach.

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.

Cross-Border Regulatory Tracker

Stop losing track of regulatory drift across every jurisdiction you operate in.

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.

Sanctions & Adverse-Media Screening

AML obligations are continuous, not point-in-time — catch the LP or counterparty who becomes sanctioned after you cleared them.

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.

Regulatory Obligations Copilot

Turn the rules you're subject to into something you can ask — and draft policy from, with citations back to the source.

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.

Investor Relations

DDQ / RFP Auto-Responder

Turn a 200-question allocator DDQ from days into hours.

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.

LP Response Drafting

High-stakes LP correspondence drafted in your voice — consistent through any IR turnover.

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.

Investor Letter Drafting

Get the monthly and quarterly letter off the PM's plate — a first draft ready to edit.

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.

Prospect & LP Meeting Prep

Walk into every allocator meeting prepared — a structured brief, every time, not 20 rushed minutes the night before.

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.

Capital Activity Calendar

Kill the version drift — one source of truth for every subscription, redemption and notice deadline.

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.

Side Letter & MFN Compliance

Close off litigation-grade MFN exposure most funds track in Excel and discover too late.

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.

Accounting & NAV

NAV Tie-Out

Free the controller from arithmetic — every NAV break surfaced with a proposed cause.

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.

Expense Allocation

Stay out of LPA-violation territory — allocations checked against policy every close.

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.

Fee Calculator

Defensible fee math every period — no more error-prone Excel.

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.

Audit Prep

Compress weeks of CFO and controller audit prep into days.

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.

Hard-to-Value Support

Take the judgment risk out of Level 2/3 marks — evidence-grade memos that speed audit close.

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.

Fund Administrator Oversight

You outsource the NAV but still own the oversight — make “should we move administrators?” evidence-based, not anecdotal.

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.

Operations

Trade Reconciliation

Win back the 1–2 hours a day ops loses to manual matching — and catch breaks before settlement.

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.

Corporate Actions Monitor

One missed election pays for the agent — never miss a corporate action again.

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.

Cash Forecasting

Kill the daily cash spreadsheet — and catch the funding gap before it bites.

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.

Investor Onboarding Coordinator

Fix the most common LP complaint there is — onboarding friction — without adding headcount.

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.

Data Vendor ROI Tracker

Stop paying for the same data twice — seat-level visibility that often pays for itself.

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.

Proxy Voting Coordinator

Turn the proxy inbox-watch into a tracked dashboard — a missed or defaulted vote is an avoidable stewardship gap.

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.

Cross-Functional

Cyber Incident Drill

Build response muscle before a real incident tests it.

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.

Key-Person & Continuity Tracker

Find out who's irreplaceable before they leave — not after.

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.

Cross-Firm Knowledge Graph

Stop re-learning what the firm already knew — institutional memory you can query.

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.

Why you can trust the output

Anyone can wire up an agent. This is what makes one safe to rely on inside a regulated fund.

Runs anywhere you need it

Portable across our cloud, your environment, or fully on-prem — never locked to one vendor.

Every number checked

A verification gate after every output — it ships only when every figure resolves to source.

Cited, every claim

Sentence-level citations on every output, so anything an agent says can be traced and trusted.

Memory that compounds

A private per-client store with replayable history and memory that survives renames and mergers.

Compliance-aware by default

Restricted-list gate, permissioning and role-based access at both the agent and the data layer.

Fully observable

Complete run logs, traces on every run, and drift detection — you always know what happened and why.

Tell us your top three.

Pick the agents that map to how your firm actually works. We'll establish your lens, build a working version on your own names, and walk it back to you — not a mockup, the real thing.

Book a Strategy Call