Scheduled agent that turns a brokerage export into a Gamma deck, with its own visual QA loop.
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. Three 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
Stack & tools
Demo
Open full size ↗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 three 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.