Equity Deep Dive
Build a full company research note grounded in QJ fundamentals, metrics, estimates, price history and lineage.
AGENT-NATIVE FINANCIAL INTELLIGENCE
Financial data, research and portfolio intelligence — structured for agents to discover and inspect.
CLICK ANY TILE TO DECODE SCROLL TO EXPLOREQJ//AGENT FABRIC
BOUNDED QUERY NODE · PRODUCTIONMACHINE-TO-MACHINE FINANCIAL INTELLIGENCE
An agent finds QuantJourney, reads the capability contract, selects a bounded skill and authenticates its own identity. Where a route is priced and enabled, it can pay through x402 machine-to-machine; QJ returns an evidence-backed artifact for the next step of the agent workflow.
Discover the public Agent Card and catalog.
Inspect the skills and their declared boundaries.
Match an objective to a bounded research workflow.
Use scoped machine OAuth when a route requires identity.
Settle a route price via x402 only when that priced route is enabled.
Inspect facts, coverage, freshness and lineage in the response model.
Pass the evidence into the next agent decision or workflow.
READ-ONLY AGENT PATH No human-in-the-loop. No subscription gate. No dashboard dependency. Future write actions remain separately policy-, audit- and human-approval-gated.
WHAT AGENTS CAN RESEARCH
These are published research skills, not autonomous trading actions. Each card below comes directly from the current capability catalog.
Build a full company research note grounded in QJ fundamentals, metrics, estimates, price history and lineage.
Prepare an evidence-backed earnings preview with consensus, revisions, dispersion, historical surprises, valuation context and explicit review questions.
OPEN LIVE CONTRACT →Reconcile the latest reported earnings with consensus, estimate changes, adjusted-close reactions, SPY-adjusted CAR and explicit thesis-review questions.
OPEN LIVE CONTRACT →Create a bounded valuation analysis using QJ metrics, fundamentals, estimates and explicit scenario assumptions.
Audit or update a living thesis against new evidence, catalysts, invalidation conditions and review triggers.
Analyze 13F, ownership and institutional positioning with filing-period and publication-lag controls.
Combine congressional disclosures and government-contract evidence with disclosure-lag warnings.
OPEN LIVE CONTRACT →Create a dated macro regime brief using rates, commodities, benchmarks and scheduled macro events.
Build a dated watchlist of earnings, dividends, macro, split and thesis-review catalysts with coverage status.
Challenge an existing analysis for unsupported claims, confirmation bias, data gaps and portfolio risk.
HOW AN AGENT USES QJ
Read the A2A Agent Card and the catalog to see what QJ actually advertises.
Match an objective to a named, bounded research skill and its methodology.
Use machine OAuth only when the requested resource requires a scoped identity.
QJ plans the governed tool path: Data MCP first, API MCP only as an explicit fallback.
The documented response envelope keeps facts, interpretation, coverage, freshness and lineage inspectable.
BOUNDARY 35 bounded research queries are live. QJ does not place orders, make portfolio changes, or turn incomplete coverage into a negative fact. Generic A2A task delegation remains visibly gated.
WHY NOT RAW DATA?
The response contract preserves point-in-time controls, source coverage and lineage, so an agent can distinguish what is known from what is merely inferred.
ILLUSTRATIVE EVIDENCE FLOW
ILLUSTRATIVE SCHEMA · LIVE QUERIES ARE LINKED ABOVEAnalyze VIST institutional positioning and valuation context.
Map the objective to documented research skills and their governed source policy.
Ownership change, valuation metrics, peer context and disclosed-data timing controls.
Structured facts, interpretation, coverage, freshness and lineage references.
MACHINE DISCOVERY
Every link below is a public, machine-readable entry point. The JSON, A2A and OpenAPI contracts remain the source of truth.