hedgwatch
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Methodology
How Hedgwatch turns quantitative modeling, leveraging a centralized LLM and its outputs into a clean, consistent publishing layer.
Pipeline
ingest → classify → publish
Coverage: multi-market Output: briefs + movers + watchlists Format: web + email Policy: informational only

Hedgwatch is a presentation layer. It does not execute trades, hold custody, or represent a broker. The system publishes structured market commentary generated by Hedgtrade’s research engine and formats it into readable briefs for different regions and asset classes.

Goal: to give you the consumer a daily “what matters” view — fast, consistent, and easy to scan — while keeping raw sources accessible.
How content is produced
  1. 1
    Ingest
    Hedgtrade generates articles/notes from its internal data runs (signals, events, levels, and market context). Hedgwatch ingests those outputs on a schedule (e.g., pre-market + regular session + after-hours).
  2. 2
    Normalize
    Items are standardized into a common structure: symbol headline summary tags timestamp source link. This ensures consistency across US/EU/APAC, Crypto, ETFs, and FX.
  3. 3
    Classify
    Each item is assigned to a bucket such as: Top News Pre-Market Market Updates Top Movers. Categorization is based on the originating run + content metadata.
  4. 4
    Publish
    Hedgwatch renders the content into a clean UI (market pages, heatmaps, calendars) and optional distribution channels (email alerts / newsletters). The same underlying data can be exposed via an API for dashboards.
  5. 5
    Quality checks
    Basic checks remove empty items, enforce safe formatting, and keep output readable: dedupe, length caps, required fields, and broken-link handling.
Transparency & limits
What to expect (and what not to expect).
disclosures
What Hedgwatch is
A research publishing surface for structured market briefs. It’s designed to help you scan markets quickly and discover symbols to research further.
What Hedgwatch isn’t
  • Not investment advice, a broker, or an execution venue.
  • No custody, no portfolio management, no discretionary trading.
  • Not guaranteed complete or error-free; always verify with primary sources.
Timestamps & sessions
Market pages display an as-of time (e.g., New York for US, CET for Europe, UTC+8 for APAC). Pre-market vs regular-session items are separated when available.
Best practice: Use Hedgwatch for idea discovery, then confirm setups with your own process (charts, filings, earnings calendars, and risk rules).
Want this page to be more “formal”? You can add: data sources update schedule revision policy error reporting API schema.