The buy-side decision framework — rebuilt in full.A thin wrapper over a base-model API will never earn you alpha.
Only a team that has truly worked on the buy-side can rebuild a real investment-research framework. Theta’s vision is to bring that system — with the help of agents — to individual investors. We rebuilt the same disciplined loop an institutional research desk runs to hold a position, using deep learning and reinforcement learning to run coverage, underwriting, risk, and post-mortem across the full chain — and now it runs on your portfolio, end to end.
the desk never closes — no schedule exposed here
Every name, every call, every update — one governed ledger. No parallel tracks, no decisions in email threads.
The lead underwriter and an independent reviewer must agree before any thesis change is recorded. Two opinions, always.
Every call is logged and scored against outcome. The desk grades itself — including the misses.
Everything the desk already ships.
Run by buy-side investors, kept honest by machine learning — and shipping in production today.
Per-company thesis, scenario matrix, and financials validated against SEC filings — peer-reviewed before any conviction is recorded.
Every covered name mapped to its suppliers and customers across all 11 GICS sectors. Trace a shock from upstream directly to your position.
Premarket intelligence brief and postmarket recap — macro regime, sector moves, and thesis-relevant catalysts, delivered before and after every session.
End-of-week coverage recap: what moved, what the desk updated, and what requires a decision before next week’s open.
Pre-event scenario matrices written before earnings, FOMC, and conferences. Post-event scoring grades the call on record.
Growth, rates, Fed policy, and risk-appetite indicators assembled into a live regime call. The backdrop the desk holds before every position decision.
Track the names you hold. When a thesis-critical catalyst hits a covered name on your watchlist, the desk surfaces it — so nothing slips between sessions.
Every call is scored against what actually happened, and our confidence is re-calibrated by machine learning — so the odds we quote are honest.
Built and run by buy-side investors. Every position change is approved by a person — never left to a black box.
Four artifacts. Every decision covered.
Each output below is a direct product of one stage in the process above. The discipline doesn’t write stories — it runs a structured protocol and delivers the result.
A shock three links upstream — traced to your position.
Every holding sits in a supply chain. The coverage desk maps it, watches it, and when something moves upstream the catalyst analyst runs the chain forward — and tells you whether your thesis still holds. This is the part a watchlist cannot do.
TSMC locks >60% of 2026 CoWoS-L capacity for NVDA; SK Hynix secures ~70% of HBM4 for Vera Rubin
→ NVDA ships volume while GPU-only rivals stay supply-capped
→ Base case intact
A position you actually understand — not a price target.
The lead underwriter and an independent reviewer must both sign off before a conviction update is written. You get three scenarios, the probability-weighted return, and the precise logic — so you always know why you hold what you hold.
Trim NVDA if AMD MI450 shows training parity at >1GW scale by Q4 2026.
The hardest trade is the sell.
So the desk writes the exit before you are emotional — one specific, falsifiable trigger, not a vague stop-loss. When the world hits it, you already know what to do. When it doesn’t, you hold without second-guessing.
Confidence is cheap. We grade ours.
We publish our real return — every drawdown included — and hold every call to what actually happened.
2026 year-to-date · live strategy return (time-weighted, net of deposits and withdrawals)