Jann/investment-sandbox
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Closes #010 - Implement Whale Satellite Screener: VoC weighting and SEC 13F filing integration

Browse Source
This commit is contained in:
Antigravity Agent
2026-06-12 21:06:37 +02:00
parent 6e4dd29d1d
commit 00e88eedb2
6 changed files with 779 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
QUANT_ROADMAP.md
View File

@@ -17,6 +17,9 @@ This document serves as the permanent, centralized system architecture design an
* **Phase 3.0: Real FRED Macro Ingestion**
* *Features*: Real-time server-side API integration with Federal Reserve Economic Data (FRED). Ingests Personal Savings Rates, Credit Card Delinquencies, Housing Starts, and Case-Shiller indices.
* *Status*: **Fully Operational (Production Lock)**.
* **Phase 3.0: Whale Satellite-Screener**
* *Features*: Track high-conviction institutional shifts (SEC Form 13F filings) for Scion (Michael Burry), Akre Capital, and Mairs & Power. Calculates Velocity of Conviction (VoC) weight deltas, integrated with `DEV_MODE` offline protection shield.
* *Status*: **Fully Operational (Production Lock)**.
* **Phase 4.7: AI & Tech Hyper-Leverage Silo**
* *Features*: Track the AI CapEx-Overinvestment Cycle for NVDA, MSFT, GOOGL, META, and AMD. Calculates ROI-to-CapEx (Monetization Gap), Nvidia Supply-Chain Velocity Index, and Tech Infrastructure Leverage with a 60-minute caching layer.
* *Status*: **Fully Operational (Production Lock)**.
@@ -91,6 +94,14 @@ graph TD
2. **Position Size Changes**: Track quarterly additions ($\Delta W_{i} > 2\%$) where the manager is actively building a stake.
3. **Co-ownership Clusters**: Identify stocks bought by 3 or more selected boutique managers simultaneously.
### Implemented Architecture
- **API Endpoint**: [/api/whale/screener](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/whale/screener/route.ts) fetches SEC Form 13F filings for Scion Asset Management (Michael Burry: `0001649339`), Akre Capital Management (`0001483348`), and Mairs & Power Small Cap Fund (`0001099684`).
- **Offline Fallback**: Respects `DEV_MODE=true` environment configurations, completely bypassing outbound FMP requests and serving structured `MOCK_WHALE_DATA` with `isShieldActive: true`.
- **Velocity of Conviction**:
$$\text{VoC}_i = w_{i, t} - w_{i, t-1}$$
$$w_{i, t} = \frac{V_{i, t}}{\sum_{j} V_{j, t}} \times 100$$
---
## 4. Deep-Dive Corporate Terminal Specifications