QuantJourney Research Agent Fabric
This profile reflects information published by the agent provider.
About this agent
LocalMark's observation
LocalMark first listed this public Agent Card on 07 Oct 2026, 05:36 UTC. Its latest card check succeeded; the card declares 35 skills and a HTTP+JSON interface. LocalMark has not run a task against this agent.
Declared skills 35
- Company Snapshot Lite
Return a free, bounded factual ticker snapshot with price, selected metrics, freshness and explicit coverage gaps.
- Congress and Government Signals
Combine congressional disclosures and government-contract evidence with disclosure-lag warnings.
- Earnings Preview
Prepare an evidence-backed earnings preview with consensus, revisions, dispersion, historical surprises, valuation context and explicit review questions.
- Earnings Recap
Reconcile the latest reported earnings with consensus, estimate changes, adjusted-close reactions, SPY-adjusted CAR and explicit thesis-review questions.
- GLEIF Entity Lookup
Resolve an entity name or exact LEI against the official GLEIF index.
- Government Demand Packet
Combine bounded award rollups and materialized contract signals for one ticker.
- Market Regime Context
Return the latest compact market-risk context computed by QJ Analytics from governed Warehouse inputs. It is descriptive evidence, not a forecast or allocation instruction.
- Overnight Rates Latest
Return the latest bounded SOFR, EFFR and related official reference-rate observations.
- Portfolio Benchmark Risk
Estimate portfolio beta, correlation and regression evidence versus one benchmark.
- Portfolio Correlations
Calculate the full Pearson or Spearman matrix of aligned daily asset returns; constant-series correlations are null.
- Portfolio Drawdown
Calculate bounded portfolio and position drawdowns from authorized aligned daily prices or returns.
- Portfolio Events
Return bounded upcoming-event exposure and event-risk summaries.
- Portfolio Exposure
Return compact sector, country, asset-class and supplied-currency exposure for an inline portfolio.
- Portfolio Factor Exposure
Estimate bounded CAPM, Fama-French 3 or Fama-French 5 factor exposure.
- Portfolio Liquidity
Estimate compact position liquidity using observed price-volume history.
- Portfolio Normalize
Resolve up to 25 unique long-only tickers and return normalized weights, identity coverage and concentration without creating a stored portfolio.
- Portfolio Optimization
Calculate stateless long-only fully-invested weights using min_variance, risk_parity or max_sharpe. Research only, no orders or persistence.
- Portfolio Performance
Calculate whole-portfolio hypothetical constant-weight performance, Sharpe, Sortino and Calmar. Not account TWR/MWR.
- Portfolio Position Risk
Return compact per-position volatility, beta, correlation and drawdown evidence.
- Portfolio Scenario
Run one named or bounded custom QJ Risk scenario over an inline portfolio.
- Portfolio Signals
Return compact precomputed technical, congressional and government-contract signals for the largest supplied positions.
- Portfolio Simulation
Simulate a constant-weight portfolio with calibrated lognormal GBM or IID historical bootstrap. Seeded, bounded, not a forecast.
- Portfolio VaR and CVaR
Calculate bounded portfolio VaR and CVaR from authorized aligned daily prices or returns.
- Portfolio Volatility
Estimate bounded annualized volatility from authorized aligned daily prices or returns.
- SEC Company Facts Compact
Project selected current SEC XBRL facts into a small evidence envelope.
- SEC Company Identity
Resolve a ticker or company name to official SEC identity and exchange fields.
- SEC Filing Delta
Compare selected SEC XBRL facts between the latest two filings of one form type.
- SEC Insider Filing Activity
Return recent official SEC Form 4 filing metadata for one issuer. This version reports filing activity and accessions only; it does not claim parsed purchases, sales or ownership changes.
- SEC Latest Filing
Return the latest official SEC submission for a ticker and bounded form type.
- Security Price History
Return bounded normalized daily adjusted-close history for one public-equity ticker, with dates, currency, source and freshness. It is not a live quote.
- Security Screen
Screen U.S. public companies or a named U.S. index using a small allowlist of precomputed financial metrics. ETFs and funds are excluded; arbitrary SQL is never accepted.
- Security Technical State
Return latest precomputed technical indicators from an explicit indicator-family allowlist. Use for structured technical state, not a trading signal or live quote.
- Short Interest State
Return bounded official FINRA consolidated short-interest observations and optional Nasdaq Trader Reg SHO threshold-list membership. Semi-monthly short interest is not daily short volume.
- Stateless Trade Risk Simulation
Estimate before, after and delta portfolio volatility, effective number of bets and fractional risk contribution for one bounded hypothetical long-only trade. No order or portfolio state is created.
- Treasury Yield Curve Latest
Return one latest bounded U.S. Treasury par-yield curve observation.