Skip to content
Daniel Fragoso

Disclosure Signal Research Engine

Research system that turns public financial disclosures (legislator trade reports, institutional holdings, insider filings) into traceable signals, monitors a portfolio and delivers a cited daily digest. A person makes every trading decision.

Architecture

Python engine with a Typer CLI that parses filings, including scanned PDFs through an OCR pipeline, into normalized signals linked to their source. A deterministic scanner handles revaluation, technical levels, alert deduplication and alert lifecycle; scheduled LLM jobs only write the narrative, and citations are attached in code. A spending cap and budget ledger degrade the jobs at 70% and 85% of the monthly budget, and a gate skips the model when nothing changed. Runs daily on EC2 with a React dashboard and Telegram delivery.

Highlights

  • In daily production use
  • The code decides, the model writes
  • Monthly LLM budget with graceful degradation
  • 300+ offline tests with replay fixtures
  • Advisory only, never places trades