Ten desks.
One filtered market.

The Weekly Earnings Desk is hirethequant's free tier: a curated board of the upcoming week's highest-confidence earnings events. Every ticker comes with an implied move percentage derived from live options pricing, a grade badge, sector angle, and a directional bias label. No subscription required. Just sign up with your email.

• Implied move derived from near-term options pricing. What the market expects, not what analysts guess
• Grade badges: A-tier (high Catalyst confidence), Lead (large-cap, low implied move), High Beta (elevated implied move), Watch (all others)
• Before-open and after-close sorted by implied move descending. Highest-impact events always surface first
• Sector angle and directional bias label on each ticker; teaser language points to the full paid desk for the complete scored read

The Catalyst Quant is hirethequant's flagship earnings algorithm. It scores directional probability from −100 to +100 for every ticker with earnings in the near term, and separately detects post-earnings drift (PEAD) opportunities in names that just reported. It is built for traders who want a specific contract recommendation, not a vague directional opinion.

• Direction score heavily weighted on earnings estimate revisions and beat-rate consistency, the two factors with the strongest forward signal
• PEAD detection: identifies EPS beats validated by gap direction and volume confirmation for institutional drift plays
• Specific contract recommendations with P&L scenarios, liquidity grade (A/B/C), and implied vs historical move comparison
• Position sizing applied to your capital; options chain parsed for implied move context and setup quality

The Oracle Quant applies Buffett-style moat analysis to the S&P 500 and Russell 1000 to find durable compounders priced below a sober intrinsic-value frame. It does the slow, systematic work of checking a decade of financial history, calculating owner earnings, and verifying management quality, so the first screen already looks like a serious research shortlist.

• Moat Assessment: long-run ROE consistency, gross margin stability, revenue durability, and competitive position. Primary signal in the scoring model
• Intrinsic Value: owner earnings approach using a dynamic discount rate tied to prevailing Treasury yields; margin of safety and mean-reversion valuation applied
• Financial Fortress: balance sheet strength, interest coverage, and free cash flow conversion tracked across multiple periods
• Management Quality: insider alignment, capital allocation track record, and whether retained earnings are translating into market value creation

The Deep Value Quant applies Keith Gill's value-first methodology systematically, finding companies where the balance sheet provides a margin of safety, cash flow proves survival, the bearish thesis is stale, and Wall Street isn't paying attention. Survival is scored before positioning. Companies that fail the credit risk gate are rejected entirely, regardless of how compelling the squeeze setup looks.

• Hard credit risk gate using established solvency scoring and cash runway analysis. Tickers that fail are excluded before any value scoring begins
• Value factors displayed on each card face: free cash flow yield, price-to-sales, price-to-book, cash runway, and solvency score; short positioning data lives in a secondary context block only
• Institutional Neglect factor: low analyst coverage, activist filing activity, and insider buying clusters. Under-followed names re-rate violently when attention arrives
• Options Catalyst signal: long-dated call accumulation patterns suggesting informed positioning before a catalyst. The Roaring Kitty signal, systematized

The Institutional Quant is a convergence detector. When elite funds are accumulating, insiders are buying with personal money, options desks are sweeping calls, and analysts are revising estimates upward, something is happening before consensus forms. It combines institutional filing analysis, unusual options activity, estimate revision breadth, and C-suite insider buying into one signal score.

• Institutional Accumulation: tracks only qualified funds based on portfolio concentration and turnover behavior. Not famous names, but actual concentrated funds showing through their filings
• Unusual Options Activity: sweep detection requires multiple confirming conditions. Hedges and defensive positioning are identified and excluded from the signal
• Estimate Revisions: EPS and revenue revision breadth and magnitude across the analyst coverage universe. Direction and speed both matter
• Insider Confirmation: only open-market purchases count; weighted by executive role and purchase size relative to compensation; pre-planned trading programs are discounted

The Breakout Radar is a pure technical analysis engine for swing traders targeting multi-week holds. It runs a two-phase pipeline: first a fast volume pre-filter across a broad ticker universe, then a deep indicator suite on survivors only. It surfaces entry zones, stop-loss levels, and resistance targets so you can act on a setup without building the chart yourself.

• Phase 1 pre-filter: volume relative to recent averages combined with proximity to key moving averages. Tickers without confirmation signals are discarded before deeper analysis
• Moving Average Crossovers: golden cross detection (short-term MA crossing above long-term MA), partial stacking, and death cross penalty applied
• Volatility Squeeze detection: tight band compression identifies coiled setups; breakout above the range scores highest; setup-but-not-triggered flagged separately
• Signal type classification: Golden Cross Breakout / Consolidation Squeeze / MACD Divergence / MA Reclaim / Volume Surge, each with entry zone, target, and holding period estimate

The Dividend Quant produces the Yield Shield Score (0–100), a dividend safety and cut-prediction model. The thesis: most dividend cuts are predictable 6–12 months in advance if you watch free cash flow coverage trends, payout ratios, and earnings stability. It flags yield traps, grades every dividend payer A through F, and tracks ex-dividend dates 60 days forward.

• Six scored factors: dividend streak length, payout ratio (adjusted for REIT income structures), FCF coverage ratio, yield vs. sector median, earnings stability, and leverage. All sector-adjusted
• Yield trap detection: names with outsized yields relative to sector peers and weak safety grades are surfaced prominently, not buried
• Safety grades A (Fortress) through F (Cut likely); at-risk tickers appear in a dedicated Cut Watch array with specific risk factors called out
• Aristocrats list: all 25+ year consecutive-increase tickers tracked as a complete standalone array regardless of absolute score

Outlier Quant is a lottery-ticket finder, not a probability optimizer. The implied volatility logic is deliberately inverted: low IV scores highest, because cheap premiums are the whole setup. It filters to contracts under a hard premium cap, calculates an Expected Move Multiplier (the “14x at $0.85/contract” number), and flags the setup type: EARNINGS BINARY, FDA BINARY, or TECHNICAL ONLY.

• IV rank inverted: the lowest implied volatility percentile scores highest. Expensive options are disqualifying, not a signal; this is the primary differentiator from every other desk
• Hard premium filter: only contracts under a defined per-contract cost threshold are considered; deeper discounts score higher on the premium factor
• Expected Move Multiplier: the key output number that quantifies potential leverage relative to premium paid, derived from options market data
• Open Interest Buildup signal: unusual OI accumulation at specific strikes relative to recent averages; liquidity graded A/B/C by bid-ask spread quality

Meme Momentum is a phase detector, not a meme stock list. The goal is catching the Early phase: social acceleration before the price fully moves, not chasing the Peak. It runs multiple times daily to track the full cycle. Pre-open social media buildup, midday viral runs, and afternoon momentum shifts. When a name is Fading, it says so.

• Social mention velocity: rate of mentions across social platforms vs recent baseline. The primary early-cycle signal; rate-of-change matters more than absolute volume
• Sentiment surge: positive sentiment share over the most recent hours vs the recent average. Delta-based, not absolute level, to avoid chasing already-priced enthusiasm
• Volume confirmation: volume relative to recent averages combined with price momentum across multiple moving averages. Both must confirm for the highest scores
• Phase classification: Early / Peak / Late / Fading. The phase label is the most actionable output; Early is the entry window, Fading is the exit signal

Crypto Pulse covers 5,000+ digital assets, scoring volume surge, multi-timeframe price momentum, social mentions, momentum indicators, and market cap tier. It assigns Wyckoff-inspired phases (Accumulation, Breakout, Distribution, or Markdown) to tell you not just what is moving but where in the cycle it is. The only algorithm that runs on weekends.

• Volume Surge: today's volume vs recent average. Primary signal. Stablecoins are detected and excluded from scoring automatically
• Multi-timeframe Price Momentum: short, medium, and longer-term price change all considered; acceleration across all three timeframes signals the highest-confidence moves
• Momentum indicators: overbought conditions are penalized, not rewarded. The desk favors setups with room to run, not names already extended
• Market Cap Tier: mid-tier assets score highest. Mega-cap tokens have smaller alpha potential; smaller assets have liquidity and reliability issues