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.
// Explore
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.
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.
Correlation Matrix
Interactive cross-sectional heatmap with configurable lookback windows (30d–2y). Rolling correlation time series and sector-level co-movement analysis.
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.
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.
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.
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.
Seafood Intelligence
Norwegian aquaculture dashboard. Salmon spot prices, sea lice monitoring, production area traffic lights, disease outbreaks, and company biological risk exposure matrix.
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.