Finance AI

Market Intelligence & Sentiment Analysis
Unstructured market data, turned into trading signal.

Turns unstructured market data — news, filings, earnings calls, analyst commentary — into structured signals for trading, research, and risk workflows.

In development

Key features

What's built in.

→Event extraction from 10-K/10-Q/earnings transcripts
→Real-time sentiment scoring by ticker/sector
→Anomaly detection on sentiment/volume divergence
→Full signal provenance for research compliance

Target impact

What this changes for your team.

→Minutes-to-seconds reduction in time-to-signal after material news
→Measurable improvement in analyst research throughput
→Quantifiable alpha contribution when back-tested against a baseline strategy

Under the hood

Built for financial-grade scale.

Kafka
LLM-based extraction
GCP Vertex AI
Java / Spring Boot

Ideal for

Who this is built for.

Hedge funds, asset managers, sell-side research desks, corporate IR/treasury teams.

Want this running inside your stack?

Pilot conversations, custom builds, and partnerships.

contact@sipnov.com