Results for “market-observations”

Analyzes global market conditions across US, European, and Asian indices, forex, commodities, and economic indicators to produce structured market reports with risk sentiment assessment.

Monitors a watchlist of Polymarket markets and surfaces meaningful shifts in price, volume, comments, or resolution proximity, with position context and optional Bankr integration.

Analyzes recent market-moving news events and their impact on US equity markets and commodities, producing impact-ranked reports using web search and fetch tools.

Monitor a list of tickers for key changes in price, IV rank, unusual activity, earnings dates, and score changes. Supports custom watchlists and a default hot options list.

Monitors a watchlist of Kalshi prediction markets for price moves, volume spikes, resolution proximity, and kill-criterion triggers, with cross-venue arbitrage detection against paired Polymarket markets adjusted for fees and slippage.

Compares prediction market probabilities from Polymarket with options-implied probabilities to identify mispricing signals and potential arbitrage opportunities.

Provides a single 0-100 cycle score blending VIX, SPY IV Rank, Put/Call ratio, and valuation percentile to determine offense vs. defense posture, based on Howard Marks' market cycle framework.

Analyze historical downtrend durations and generate interactive HTML histograms showing typical correction lengths by sector and market cap.

Detect IBD-style Distribution Days for QQQ/SPY, track 25-session expiration and 5% invalidation, count d5/d15/d25 clusters, classify market risk, and emit TQQQ/QQQ exposure recommendations.

Queries prediction market data from Polymarket's public API and provides market analysis with risk management guidance.

Evaluates US market bubble risk through quantitative data analysis using the Minsky/Kindleberger framework, scoring indicators like Put/Call ratio, VIX, margin debt, breadth, and IPO data.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.

Convert daily market observations into structured research tickets and export validated candidate specs for a trading strategy pipeline.