Configuration · EGC Journal

📄 Platform Documentation

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EGC Risk Platform Specification

Version v0.6 · Last updated 2026-03-16 · Word Document (.docx)

☁️ GCP Console egc-techops-prod 📁 Google Drive Research 🗄️ BigQuery Dataset

🗄️ Data Sources

Page	Table	Key Fields	Cadence	Last Queried
Risk Monitor — Style Factors	portfolio_data.bpm_position_factor_exposure_and_beta_egc	eff_weight, factor columns	Daily EOD	2026-03-30
Risk Monitor — Industry Exposure	portfolio_data.bpm_position_factor_exposure_and_beta_egc	eff_weight, industry columns	Daily EOD	2026-03-30
Risk Monitor — Energy / Tech / Industrials Detail	portfolio_data.bpm_position_factor_exposure_and_beta_egc	eff_weight, beta_adj_weight_*_60	Daily EOD	2026-03-30
Risk Limits	portfolio_data.bpm_position_factor_exposure_and_beta_egc	eff_weight, beta_adj_weight_SECTOR_ETF_60	Daily EOD	2026-03-30
Liquidity Monitor	portfolio_data.bpm_position_factor_exposure_and_beta_egc	eff_weight, average_daily_traded_value	Daily EOD	2026-03-30
Pre-Open Memo	portfolio_data.bpm_position_factor_exposure_and_beta_egc	eff_weight	Daily EOD	2026-03-30
Pre-Close Memo	portfolio_data.ibkr_live_portfolio_snap	weight_live	Intraday	2026-03-30
Hedge Basket	market_data.bpm_security_master	factor columns, mkt_cap, adv	Daily EOD	2026-03-30
Trade Simulation	portfolio_data.bpm_position_factor_exposure_and_beta_egc	eff_weight, shares, price	Daily EOD	2026-03-30

⚖️ Risk Limit Configuration

Portfolio Limits

Gross Exposure

Maximum total gross exposure (|longs| + |shorts|) as % of NAV

Max

Target

↑ Breach above max

Net Exposure

Maximum net market exposure (longs − shorts) as % of NAV, absolute value

Max |Net|

Target

↑↓ Breach above |max|

Position Limits

Single Position Weight

Maximum individual position size as % of NAV (gross, absolute value)

Max |Weight|

↑↓ Breach above |max|

Top 5 Gross Concentration

Maximum combined gross weight of top 5 positions as % of NAV

Max

↑ Breach above max

Risk Factor Limits

Net Sector Beta

Maximum net beta exposure per sector ETF (absolute value)

Max |Net Beta|

Target

↑↓ Breach above |max|

ADV Coverage

Maximum position size as % of 60-day average daily volume

Max ADV %

↑ Breach above max

Excluded Tickers (Concentration Analysis)

These tickers are excluded from position concentration calculations (equity ETFs / benchmark products).

QQQ XLE XLF SPY IWM SMH XLP XLK XLV XLI XLB XLRE XLU XLC EEM EFA VTI IJR MDY DIA

20 tickers

🧠 Intelligence Module — API Keys

These keys enable various platform features. Keys are saved to .env and loaded on next app restart.

API Key Usage Reference

Key	Status	Used By
ANTHROPIC_API_KEY	✓ Set	Pre-Open Memo, Pre-Close Memo, Synthesize, Research Assistant, Thematic Research (all stages)
OPENAI_API_KEY	✓ Set	Embeddings (semantic search), Podcast transcription (Whisper), Thematic Research (Stage 7 adversarial review)
TAVILY_API_KEY	✓ Set	Thematic Research (Stage 2 landscape web search, Stage 4 company screening)
X_BEARER_TOKEN	✓ Set	X Intelligence — tweet ingestion & account tracking
FRED_API_KEY	✓ Set	Macro Dashboard — interest rate history, yield curves
TE_API_KEY	– Optional	Macro Dashboard — FOMC rate probabilities, economic calendar
HF_TOKEN	– Optional	Podcast Intelligence — advanced speaker diarization (pyannote)

Update keys below — enter only the keys you want to change.

OpenAI API Key (embeddings + Whisper transcription)

Used for text-embedding-3-small and audio transcription via Whisper API.

X (Twitter) Bearer Token

Required for Twitter/X account ingestion. Get at developer.twitter.com.

HuggingFace Token (optional — for advanced speaker diarization)

Used by pyannote for speaker diarization in podcast transcription.

FRED API Key (interest rate history)

Required for macro interest-rate data. Free at fred.stlouisfed.org.

Trading Economics API Key (FedWatch + economic calendar)

Used for FOMC rate probabilities and economic calendar backup. Get at tradingeconomics.com/api.

Tavily API Key (web search for Thematic Research)

Powers live web search in Thematic Research (Stages 2 & 4). Free tier: 1,000 searches/mo. Get at tavily.com.

Open Intelligence Dashboard →

Twitter / X — Historical Tweet Limit

Max tweets to fetch per account on first ingest. Incremental runs only pull tweets since the last stored ID, so this only affects the initial backfill. Keep low to preserve X API credits (free tier ≈ 10 reads/month; Basic tier ≈ 100/month).

tweets per account (5 – 100)

Tweet References in Synthesis & Research Queries

How many semantically-matched tweets to include when answering questions in the Synthesize tool. Higher = more tweet signal, but also more noise if handles aren't yet scored for relevance.

tweets in synthesis (0 – 20)

Tweet References in Risk Memos

How many tweets to inject into the Pre-Open and Pre-Close memo context (Block 6 — Intelligence Signals). Set to 0 to disable. Tweets are selected by semantic similarity to an energy/risk query.

tweets in memos (0 – 10)

✉️ Email Configuration

Report Recipients

Press Enter or comma to add an address. Click × to remove.

will@energygroupcapital.com geoff@energygroupcapital.com

2 recipients

Pre-Open Send Time (HH:MM)

Cloud Scheduler fires POST /api/scheduler/send_preopen_memo at this time.

Pre-Close Send Time (HH:MM)

Cloud Scheduler fires POST /api/scheduler/send_preclose_memo at this time.

Timezone

Sender: will@energygroupcapital.com

🕐 Ingest & Memo Schedules

Schedules run via Cloud Scheduler hitting the endpoints below. Timezone: America/Los_Angeles · Pre-Open: 05:45 · Pre-Close: 13:15

Task	Endpoint	Schedule	Last Run
📤 Pre-Open Memo Send	`/api/scheduler/send_preopen_memo`	05:45 America/Los_Angeles	2026-03-31 12:55 UTC
📤 Pre-Close Memo Send	`/api/scheduler/send_preclose_memo`	13:15 America/Los_Angeles	2026-03-30 19:17 UTC
🐦 X / Twitter Ingest	`/api/intel/ingest/tweets`	Hourly	2026-03-31 23:06 UTC
📊 Polymarket Ingest	`/api/intel/ingest/markets`	Hourly	2026-03-31 23:00 UTC
📈 FRED Rates Ingest	`/api/intel/macro/ingest-rates`	Daily 06:00 UTC	Never

"Run Now" fires the endpoint immediately (same as Cloud Scheduler would). Pre-Open Send will generate the memo if not yet cached for today.

🤖 AI Prompt Templates

These prompts are sent to Claude when generating each memo type. Edit to customise the structure, tone, or sections. Changes take effect on the next memo generation.

Pre-Open Memo Prompt

Used for the morning pre-open briefing (end-of-day positions from BigQuery).

You are a risk officer preparing a pre-open briefing memo for a EGC Core portfolio manager.

Using ONLY the data provided below, write a concise pre-open risk memo with the following sections:

## PORTFOLIO RISK SNAPSHOT
2-3 sentences covering current gross/net exposure and whether any risk limits are breached or at watch levels. Be direct — if everything is within limits say so clearly.

## SIGNIFICANT FACTOR TILTS
Identify the 3-4 most significant factor exposures. For each, explain: what the tilt is, whether it has grown or shrunk vs yesterday, and what market environments could cause this to hurt the portfolio. Write in clear PM-facing language, no jargon.

## SECTOR & INDUSTRY BETA
Identify any sectors with elevated net beta contribution. Flag any approaching the 0.30 limit. Note whether the beta is being driven by longs, shorts, or both.

## POSITION CONCENTRATION
Highlight any positions near the 9.5% single-name limit. For the top 3 long and top 3 short names, briefly note their weight and primary factor contribution.

## RELEVANT RESEARCH
Summarise any journal entries or research documents relevant to the top current positions. Cite each source by title and date. If nothing relevant exists, say so — do not fabricate.

## WHAT TO WATCH TODAY
3-5 bullet points of specific risk events or factor moves to monitor during the session, based on the current positioning.

Tone: direct, precise, PM-facing. No filler. Flag problems clearly. Maximum 2 pages when printed.

Pre-Close Memo Prompt

Used for the intraday pre-close briefing (live IBKR snapshot positions).

You are a risk officer preparing a pre-close briefing memo for a EGC Core portfolio manager.

Using ONLY the data provided below, write a concise pre-close risk memo with the following sections:

## PORTFOLIO RISK SNAPSHOT
2-3 sentences covering current gross/net exposure and whether any risk limits are breached or at watch levels. Be direct — if everything is within limits say so clearly.

## SIGNIFICANT FACTOR TILTS
Identify the 3-4 most significant factor exposures. For each, explain: what the tilt is and what market environments could cause this to hurt the portfolio. Write in clear PM-facing language, no jargon.

## SECTOR & INDUSTRY BETA
Identify any sectors with elevated net beta contribution. Flag any approaching the 0.30 limit. Note whether the beta is being driven by longs, shorts, or both.

## POSITION CONCENTRATION
Highlight any positions near the 9.5% single-name limit. For the top 3 long and top 3 short names, briefly note their weight and primary factor contribution.

## WHAT TO WATCH INTO THE CLOSE
3-5 bullet points of specific risk events or factor moves to monitor into the close, based on the current intraday positioning.

Note: This memo is based on LIVE intraday positions from the IBKR portfolio snapshot, not end-of-day data.

Tone: direct, precise, PM-facing. No filler. Flag problems clearly. Maximum 2 pages when printed.