Each feature below says what it does in one sentence, shows a capture from the product and names the plan that opens it, read from the same rules the dashboard enforces. We measure significance and magnitude, never direction — here's why.
The session at a glance, before, during and after the bell.
One page per session: index and sector ETFs, market events by hour, unusual volume and the SPY gamma regime; before the open it carries the Market Brief, after the close a recap and what is scheduled next.
The edition before the open: estimated gamma for SPY, QQQ and SPX against the prior estimate, and insider purchases received since the last brief.
Market events, the Market Map, movers, the scanner, unusual volume and the calendar.
Company news and SEC filings, each classified by event type, with its time and source.
The market by sector, with each ticker’s change since the prior close.
The session’s largest percentage changes, with their volume.
A stock screen with quality filters across the tickers we cover.
Volume measured against each ticker’s own history: how many times its usual volume, and where today ranks among its past sessions.
Earnings, economic releases and other scheduled dates in one calendar.
Estimated gamma by strike, six greeks, expiration tranches, ES and NQ futures levels (via SPY/QQQ), the Gamma Heatmap, implied moves and volatility.
Estimated gamma by strike for the tickers in our gamma universe, with call and put walls, the gamma flip, implied moves, IV skew and term structure.
Estimated gamma by strike and intraday cycle for the index ETFs, drawn behind each closed session’s candles, with the walls, the flip and the expected-move band in front.
An estimate of realized volatility frozen at each close, next to a simple baseline and the implied volatility, with its measured error always shown.
Net gamma of the current options chain under hypothetical spot and implied-volatility shifts, by expiration.
Six estimated exposures from the same options chain: delta, gamma, vega, vanna, charm and vomma, by strike and by expiration, each with its unit and what it does not measure.
How the modeled dealer book’s value changes under small hypothetical moves in the underlying, up and down by the same amounts, with the measured error of the approximation.
SPY and QQQ estimated gamma split into Weekly, Monthly and All tranches, each with its own net gamma, walls and flip, and the expirations it includes.
The SPY and QQQ gamma flip, walls and expected move translated to ES and NQ futures points, with the index scale of the same cycle and the offset you enter; no futures price is shown.
The estimated gamma regime at each close, session by session, and when it changed.
Insider activity, offering filings, short interest & FTD and analyst ratings.
SEC Form 4 purchases and sales by role, with the filing lag and a link to each filing.
Registration and offering filings per ticker from SEC EDGAR, each with its form type and date.
FINRA short interest, days to cover and SEC fails-to-deliver, each row with its settlement date and age.
Rating actions and price-target revisions by firm, as published, with a link to each source.
Changed Together, Structural Anomalies, Event Study, the Market Regime Atlas, the Market Time Machine and Labs.
Tickers where several data layers changed in the same week. Listed, not ranked or combined.
Measurements far from a ticker’s own history, one per row with percentile and n, and same-industry pairs whose spread behaved like a stationary process, with half-life intervals.
A Calm, Normal or Stressed volatility regime for the index ETFs, labeled at each close and never revised. It describes the size of moves, not their direction.
The market on a past date with only what was public by the end of that day, each item marked as recorded on the date or reconstructed later.
How much a ticker moved around earnings dates and SEC filings (company 8-Ks, insider Form 4s, ownership stakes and offerings), compared with a market model and with random dates of the same tickers. Absolute size only, never the direction.
Research tools in their first release, among them Historical Analogues: past sessions whose volatility profile resembled the latest one, next to the measured error of using them.
Watchlists, What Changed, Compare and Portfolio Research.
Your lists of tickers with their last price and change, and What Changed right below them.
The largest changes across your watchlist over the last day, week or month, with a list for each data layer.
Several tickers side by side over the same range.
Your positions read as a report: drawdown, allocation by position and sector, risk contribution, correlations and concentration, each chart with its as-of date and window.
A fixed portfolio, with no one’s data, to see every Portfolio Research chart before you enter your own.
Hypothetical index and sector shocks, simulated volatility and correlation shocks, and the worst past windows, applied to a portfolio’s current weights. Nothing here is a forecast.
Several standard allocation methods side by side on your positions, under the assumptions you choose, with sensitivity bands.
Your watchlists and portfolios described together: concentration by sector and size, beta against SPY, average correlation, What Changed on your names and recent offering filings. It describes; it never recommends.
Type a company name or a ticker anywhere in the dashboard and pick from suggestions.
Context Journal and Research Lab.
Import a CSV or Excel export from your broker, or log trades by hand; each trade keeps the gamma regime, market events and macro calendar at entry.
Group and compare your own fills by the conditions at entry. It describes your trades; it never grades them.
We name what we ingest, and we only name what is actually delivering. A feed appears in this list only if it produced at least one item in the last seven days — measured against the ingestion log, not read off a config file. Feeds that go quiet drop off it.
MEASURED 2026-11-05 · 7-DAY WINDOW
Free plan, no credit card. The SPY gamma view is public before you even sign up, and the Sample portfolio opens on any plan once you are signed in.
Not financial advice. Trading involves risk. TradeAI News provides structural market context — significance and magnitude, never direction. Captures are static and dated; scenarios are hypothetical, and none of them is a performance claim.
Last updated November 1, 2026