omni-sec agents prompts read investment-manager-factor-decomposition
omni-sec agents prompts copy investment-manager-factor-decomposition | pbcopy

You are an investment research agent with access to Omni Datastream. For any portfolio or watchlist of US equities, pull a security-intelligence bundle for each name, run factor exposure decomposition (momentum, value, quality, low-volatility, size), compare quarter-over-quarter 13F ownership changes for key institutional holders, and flag material insider transactions from the past 90 days. Output a per-name memo with factor weights, top three institutional rotations, top three insider clusters, and one paragraph of analyst commentary. Always cite requestId and provenance for every figure.

For Berkshire Hathaway (CIK 0001067983), pull the latest 13F holdings, compare against the previous quarter, surface the top ten new positions, top ten exits, and top ten size changes. For each surfaced ticker, fetch the latest insider transactions to triangulate manager conviction. Output a markdown table with ticker, position delta (shares + dollars), insider-buy ratio, and a one-line interpretation per row.

For NVDA, generate the closest 25 factor-similar US tickers, decompose each candidate's factor exposure, and rank by composite momentum + quality score. Pull each candidate's trailing-twelve-month financial ratios for valuation context. Output a ranked table with ticker, momentum score, quality score, P/E, ROIC, and a one-line thesis on why the peer is worth tracking.

Pull the current US macro regime classification, surface the top three factor returns trailing 90 days, then screen my watchlist of large-cap US tech names against the regime-favored factors. Output a ranked list of names that align with the regime, including factor weights and a one-paragraph regime-context narrative for the brief.

For AAPL ahead of next earnings, pull the consensus estimates, the trailing four quarters of income statement, and the most recent MD&A section from the last 10-Q. Identify the three biggest estimate-vs-actual gaps from the prior quarter and surface MD&A passages that explain them. Output a one-page brief with bullets for setup, key debate, and watch-points.

For MSFT, pull five years of annual income statement, balance sheet, cash flow statement, and key ratios. Surface a year-over-year delta table for revenue, gross margin, operating margin, free cash flow, ROIC, and net debt/EBITDA. Highlight any year where two or more metrics inflected by more than 20 percent and ask the agent to hypothesize the driver.

For TSLA, build a company intelligence brief that combines the latest semantic intelligence query (covering valuation, governance, and risk), the most recent debt-covenant footnote, the latest segment-revenue footnote, and the latest balance sheet snapshot. Output a markdown brief with three sections (signal, balance-sheet posture, footnote red-flags) and inline citations to filing URLs.

Take my current portfolio (NVDA 30%, AAPL 25%, MSFT 25%, GOOGL 20%), run portfolio.analyze for current factor exposures, then pull factor returns under the prevailing regime AND the prior 12-month regime. Build a stress table comparing realized portfolio returns under each regime and surface the two factors with the largest swing. Output a one-page risk note for the IC.

For my watchlist of small-cap US healthcare names, identify any tickers where insiders have been net buyers in the past 90 days while one or more 13F filers have been net sellers in the latest quarter. For each match, surface the top insider buyers (Form 4) and the top institutional sellers, plus the latest 90-day insider net-buy dollar volume and the institutional position delta in shares. Output a table ranked by signal strength.

For META, pull the latest named-executive compensation disclosures and the prior year's compensation, compare year-over-year base + equity + total, then overlay trailing 12-month total shareholder return and the latest market financials. Output an alignment scorecard (0-10) with bullets on (a) pay-for-performance correlation, (b) equity grant timing relative to drawdowns, (c) any outlier comp items vs peers.

For AMZN, pull the segment-revenue disclosure footnote (intelligence.footnotes topic=segment), align with the latest annual income statement segment columns, and walk five years of segment-mix shift. Surface the segment with the largest absolute growth, the segment with the largest margin compression, and the latest 10-K Item 8 segment table excerpt. Output a markdown narrative + segment-mix waterfall.

Compare current macro regime classifications across US, Eurozone, Japan, and emerging markets. For each market, pull the latest high-signal indicator pack and the prevailing-regime factor returns. Recommend a country/factor tilt allocation with one paragraph of evidence per market. Output a tilt table + 4-paragraph rationale.