Be your own quant
“The data changes. My analysis should too.”
For financial analysts, portfolio managers & quants
Before Sidecar
Download CSVs from three sources every week. Copy them into a spreadsheet. Redo the charts by hand. Write commentary. Four hours every Monday — and the analysis is only as current as the last time someone had four free hours.
The moment it clicks
Monday morning: “Re-run last week’s analysis with this week’s data.” The whole pipeline runs. Fresh charts, fresh flags, fresh report. Ninety seconds.
With Sidecar
A real conversation — you ask, it works, results appear.
- 01The workspace connects to your data sources — market feeds, portfolio database, macro indicators.
- 02“Pull current holdings. Overlay this week’s macro data. Flag anything diverging more than 2σ from the 90-day correlation.”
- 03Three positions flagged.
- 04“Show me the 12-month chart for each, with the macro overlay.”
- 05Charts render. “For the tech position, what’s the earnings-surprise history? Any pattern before this kind of divergence?”
- 06Save the workspace. The whole pipeline is preserved.
- 07Next Monday: “Re-run last week’s analysis with this week’s data.”
- 08The workspace reloads, the pipeline runs on fresh data, the report updates. Ninety seconds.
Why this is impossible without execution
It needs a pipeline that reproduces exactly, live connections that pull current data, and correlation and standard-deviation work at scale — the same inputs giving the same outputs every single time.
What you’d see
Output preview — a multi-panel dashboard: portfolio positions overlaid with macro indicator lines, the three flagged positions in red, and their 12-month charts expanded below with earnings-surprise markers.