Ola Slettebak / InEqRe v2.3 / Oslo Børs

Intelligence Equity Research

A quantitative equity research platform for Oslo Børs. Automated research aggregation with AI summarization, machine learning price predictions, factor-based backtesting, volatility modeling, and correlation analysis.

Securities Covered
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OHLCV Data Points
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Last Updated
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// Explore

ChartsMLMonte Carlo

Stock Screener & Analytics

Browse 131 OSE securities with interactive price charts, candlestick patterns, and deep per-stock analytics including volatility models, Monte Carlo simulations, ML predictions, and mean-reversion channels.

AI SummariesPDF3 Sources

Research Portal

AI-summarized broker research from Pareto Securities, DNB Carnegie, and Xtrainvestor. Full-text search across 1,500+ reports with PDF viewer. Automated email ingestion, web scraping, and Claude-powered English summaries.

HeatmapRolling

Correlation Matrix

Interactive cross-sectional heatmap with configurable lookback windows (30d–2y). Rolling correlation time series and sector-level co-movement analysis.

RegimeGARCHSystemic

OBX Volatility Dashboard

Index-level volatility intelligence with 6-regime classification (Crisis to Low & Stable). Constituent heatmap, vol cone (5th-95th percentile), systemic risk via rolling correlation, GARCH/MSGARCH models.

GreeksP&L BuilderIV Skew

Options Analytics

Black-Scholes pricing with full Greeks chain for US-listed OSE stocks. IV skew visualization, open interest distribution, max pain, put/call ratios, and a multi-leg P&L strategy builder with preset strategies.

OptimizationML SignalsRisk

Portfolio Optimizer

Markowitz mean-variance optimization with 5 modes (EW, MinVar, MaxSharpe, RiskParity, MaxDiv). Efficient frontier visualization, Ledoit-Wolf covariance, risk decomposition, stress scenarios, and FX exposure analysis.

ShortsCommoditiesLive

Intelligence Terminal

Real-time market intelligence hub. AI-classified NewsWeb filings with sentiment analysis, Finanstilsynet short positions with sparklines, commodity prices (Brent, gas, metals) with stock sensitivity betas.

SalmonLiceMap

Seafood Intelligence

Norwegian aquaculture dashboard. Salmon spot prices, sea lice monitoring, production area traffic lights, disease outbreaks, and company biological risk exposure matrix.

Fleet MapRates10 Companies

Shipping Intelligence

OSE shipping terminal. Fleet tracking on global map with vessel-level charter rates, BDI/BDTI/BCTI indices, rate exposure matrix, contract expiry tracking, and quarterly TCE comparison across 10 companies.

// Analytics Engine

Volatility Estimation

Yang-Zhang, Rogers-Satchell, Parkinson & Garman-Klass estimators. Rolling windows (20/60/120-day), EWMA smoothing, historical percentile ranking, and regime detection.

Monte Carlo Simulation

10,000-path GBM with configurable drift and volatility. Percentile bands (5th–95th), probability cones, and statistical scenario testing.

Risk Metrics

Max drawdown with recovery tracking, Sharpe ratio, market beta vs OBX, expected daily/weekly moves (1σ), and rolling benchmark correlation.

Std Deviation Channels

Linear regression channels with ±1σ/±2σ bands. Auto-optimized windows (255–1530 bars) by R². Position classification and mean-reversion signals.

ML Price Predictions

Ridge regression on 17 factors (momentum, volatility, fundamentals). Walk-forward validation, daily signals (-1 to +1), probability-weighted forecasts.

Factor Backtesting

Strategy backtesting with signal thresholds and holding periods. Factor attribution, cumulative returns, hit rates, and per-ticker trade detail.

Time Series Analysis

Log-return decomposition, ACF diagnostics, monthly seasonality patterns, and 30-day rolling volatility correlation with OBX index.

Research Aggregation

Claude AI summarization via Anthropic API. IMAP ingestion from Pareto & Xtrainvestor, web scraping from DNB Carnegie. PDF text extraction, document deduplication, and full-text search.

Options Analytics

Black-Scholes pricing, IV solver, multi-leg P&L with time decay. Max pain, put/call ratios, IV term structure. Editable positions with strike stepping.

// Upcoming

DCC-GARCH Correlation

Dynamic conditional correlation for time-varying co-movement. Copula models (Gaussian, Student-t) for tail dependence. VaR/CVaR and systemic risk indicators.

Additional Research Sources

Redeye commissioned research, Arctic Securities, ABG Sundal Collier. Automated web scraping with OSE-only filtering and AI summarization.

CNN Signal Models

Convolutional neural network for pattern recognition on OHLCV data. Multi-timeframe signal generation and ensemble with existing ML predictions.