Data-driven prediction systems for traders and funds. I build AI pipelines that collect market data, analyze patterns, and surface actionable signals - so you spend less time screen-scraping and more time executing.
What I Build
01
Automated ingestion of price data, fundamentals, news, and sentiment from multiple sources. Clean, structured data ready for analysis - updated on your schedule or in real-time.
02
Claude-powered agents that review market conditions, detect patterns, and generate signals. Not magic - just rigorous pattern matching against historical data with clear reasoning.
03
Web-based dashboards showing signals, trends, and key metrics. Custom-built for your strategy - not generic templates that don't fit your workflow.
04
News aggregation and sentiment scoring across financial outlets, social media, and filings. Understand market mood before it moves prices.
05
Daily or weekly reports delivered to your inbox or dashboard. Summary of signals, portfolio performance, and market outlook - no manual screening required.
Stock predictions is a domain - the underlying craft is what I already build for clients.
The Approach
I've spent years building AI systems that process data and generate output. Stock market predictions is applying that same architecture to financial data - collect, process, analyze, surface.
Tech Stack
The same stack I use for business automation and data pipelines. Your prediction system gets the same engineering quality as my production tools.
What It Looks Like
import yfinance as yf
from anthropic import Anthropic
import pandas as pd
client = Anthropic(api_key="your-key")
def fetch_data(ticker, period="1y"):
stock = yf.Ticker(ticker)
df = stock.history(period=period)
return df
def analyze_patterns(df):
df["returns"] = df["Close"].pct_change()
df["ma20"] = df["Close"].rolling(20).mean()
df["volatility"] = df["returns"].rolling(20).std()
return df
def generate_signal(df):
latest = df.iloc[-1]
prompt = f"""
Analyze this stock data:
- Price: ${latest["Close"]:.2f}
- 20-day MA: ${latest["ma20"]:.2f}
- Volatility: {latest["volatility"]:.4f}
Should we go long, short, or hold? Provide reasoning.
"""
response = client.messages.create(
model="claude-3-sonnet-20240229",
max_tokens=200,
messages=[{"role": "user", "content": prompt}]
)
return response.content[0].text
# Run daily
df = fetch_data("AAPL")
df = analyze_patterns(df)
signal = generate_signal(df)
print(signal)No AI system predicts the market with certainty - and anyone claiming otherwise is not being honest. What I build is rigorous analysis: pattern matching, sentiment scoring, and signal generation grounded in data. You'll see the reasoning behind every signal.
Retail traders who want to systematize their research, and smaller funds looking for efficient tooling without enterprise costs. If you spend hours each week screening data manually, there's probably a better way.
Public APIs (Yahoo Finance, Alpha Vantage), financial news feeds, SEC filings, and social sentiment. If there's a data source, I can likely connect to it. We define scope during our conversation.
It depends on scope. A basic pipeline with daily signals typically takes 1-2 weeks. More complex real-time dashboards or multi-source sentiment analysis takes 3-4 weeks. We define timeline in the spec phase.
Tell me how you currently analyze markets and I'll tell you what can be automated.
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