Inside the Advisory Terminal
The public pages carry the daily briefing, official macro data, filing coverage and Gilmer commentary. The workstation is where the same session resolves down to a specific book: factor attribution, constituent-level breadth, screeners over the full universe, and the evidence behind every model portfolio. Access is set up per firm.
Gilmer's written research, with the rating changes and portfolio changes that follow from it recorded as they happen rather than restated afterwards.
Published notes, dated rating changes, and the model-portfolio change log.
Decomposes returns across a book into factor exposures, and builds custom factors from the same inputs.
Position-level holdings against a factor library, with an index builder over the same data.
Participation measured from constituents rather than inferred from an index level — advances, declines, new highs and lows, and composites built from them.
Constituent-level daily bars for the US equity universe; the public site shows 11-ETF sector participation only, which is not breadth.
Country, exchange and region views, with rankings and heat maps over the same normalised series.
Non-US exchange price history and reference data, mapped to a single instrument identity.
Filters the universe on fundamentals, technicals and ownership, and saves a screen so it can be re-run rather than rebuilt.
The full covered universe, not a monitored shortlist like the public filing feed.
Compares funds on cost, exposure and flows, and resolves a wrapper into the positions underneath it.
Fund universe, holdings look-through and fund-flow history.
Tracks a named set of instruments across the workstation, so the same list drives every surface instead of being retyped.
Any covered instrument, shared across the firm's seats.
Raises a notification when a tracked condition is met, with the observation and its source attached.
Watchlist instruments, rating changes and portfolio changes.
The models, their current weights, and the dated change log showing what moved and when.
Published model weights with the research note behind each change.
Runs a rule set over history and reports the result with its assumptions stated, including the ones that flatter it.
Split-adjusted daily history; results are historical simulation, not a projection.
Builds the client-facing package from the same figures the workstation shows, so a report and a screen cannot disagree.
Firm books and the model library, exported for client delivery.
Options flow, put/call and volatility surfaces, alongside CFTC commitments-of-traders positioning for commodities.
Options chain snapshots and the weekly CFTC report.
Every figure on the public pages states its own source, observation date and freshness. The same discipline governs the workstation: a provider failure renders an explicit unavailable state and never a substitute value.
The create-firm flow is self-serve: it provisions the firm and its first owner, and seats are added from inside. Nothing above is a recommendation or a solicitation.
