Weekly Portfolio Analyzer
Scheduled agent that turns a brokerage export into a Gamma deck, with its own visual QA loop.
- 16
- step pipeline
- 3
- parallel subagents
- auto
- visual QA loop
- weekly
- scheduled run
Overview
An automated weekly portfolio-analysis agent. It reads a brokerage portfolio export, runs deterministic quantitative analysis in Python (GICS-standard ETF look-through sector allocation, risk scoring, performance vs. benchmarks), and generates a Gamma presentation through a 16-step pipeline. 3 subagents (benchmarks, macro, thesis) run concurrently; a Claude-in-Chrome visual-QA loop screenshots slides and logs format issues back into a YAML feedback file. Runs on a weekly schedule with PDF export.
Highlights
- 16-step pipeline: classification → metrics → scoring → deck → visual QA
- 3 parallel subagents for benchmarks, macro context, and thesis
- GICS-standard ETF look-through sector exposure
- Automated screenshot-based visual QA with a self-maintaining issue log
Stack & tools
- Claude Cowork
- Python
- YAML
- Gamma (MCP)
- Claude-in-Chrome
- Pytest
- Excel / CSV
Architecture
A scheduled agent that turns a raw brokerage export into a finished deck. It classifies holdings with GICS-standard ETF look-through, runs deterministic risk and performance math in Python, then fans out to 3 concurrent subagents for context. A Claude-in-Chrome loop screenshots the generated slides and writes formatting issues back into a YAML log that the next pass reads, a self-correcting QA cycle most decks never get.