A price move is the output. The question worth an analyst’s time is the structure underneath it: what a company committed to in the 10-K versus what the release claimed, how an instrument is actually built, who pays and who is paid when a deal clears. This is research that starts from what was filed, states the basis of every figure, and reports the market’s own price as one prior among several.
Mortgage relief during a federal shutdown is opt-in and paperwork-triggered, not automatic: the household has to call the servicer and supply proof of furlough or benefit delay before a payment is actually missed.
Real finance research from the public library, shown as it was published. The stamps and the sources are the product.
Each one is a question a specialist actually brings, and each is answered by a scan this domain carries — not a generic report with the name swapped in.
“What did the 10-K commit the company to, versus what the earnings release claimed?”
“How is this instrument actually built, and who holds the loss when it unwinds?”
“Where did the money originate and where did it settle when the deal cleared?”
“What is moving this market right now — positioning, rates, or a change in how the number is counted?”
Every judgment carries a grade for how it is actually known, every figure carries who reported it, and the structured record below is read on every scan before the model writes a word.
36 first-tier sources for finance, and 21 blocked outright. Search results are one input; every figure is graded on where it came from, not on being found. How the grades work →
Scale here is market weight — the capital, the counterparties and the authority a connection commands — and Complexity is how uncertain the right read is once the structure is on the table.
Small market impact, easy to understand. Standard dynamics explain the connection.
Meaningful market weight and the implications are clear. Existing investment frameworks apply.
Meaningful stakes with real uncertainty. Multiple asset classes may be affected, timing is unclear, or the market implications could go several directions.
Very high stakes at a systemic level. The sheer market magnitude makes this one of the most important connections, regardless of complexity.
No precedent. A fundamental shift in market structure that existing models may not fully explain.
When market weight grows to systemic scale, FLOW C reclassifies to FLOW D immediately. The priority shifts from 'analyze carefully' to 'mobilize response.'
Systemic market weight means FLOW D regardless of complexity. A straightforward rate decision with trillion-dollar portfolio implications is FLOW D, not FLOW A.
FLOW S requires conditions that fall entirely outside existing market models — max 1-2 per analysis. The test: do existing valuation frameworks and risk models apply at all?
One vocabulary across every domain — a FLOW D here reads at the same weight as a FLOW D in any other — so the classification travels, and so does your judgment. The framework in full →
7 ways in, then the rest of the catalog organised as the Finance workbench organises it — establish the background, map the argument, work the record, analyse the connections, decide what to do. Every one comes back graded, sourced and exportable.
Don’t know which one you need? The Router reads a plain question and picks one; the Planner takes a goal and designs a linked sequence. Every completed scan opens onto its own follow-ups — ask it a question, re-check what has changed, red-team its judgments, or push a signal onto your watchboard.
And the Studio turns a set of finance scans into a planned, researched, edited report or book. Every format →
Open the finance workbench with a company, an instrument or a deal. What comes back is filed, graded and ready to cite.