展示 HN:Finterm.ai 财务 CLI,支持 Claude 代码和 Codex

3 分•作者: cheeseblubber•3 个月前
大家好,我是 Kam,今天我和我的联合创始人 Josh 发布了 Finterm.ai,这是一个命令行工具,可以为编码代理提供对金融数据的直接访问:股票价格、期权数据、SEC 文件和股票深度研究。 我是一名开发者,过去几年一直是全职交易员。 最近,我在交易和策略中越来越多地使用大型语言模型 (LLM)。 我一直觉得 LLM 无法直接访问真实的金融信息,不得不依赖网络搜索,这让我很沮丧,因为它无法为我提供更精细化的期权定价数据。 在进行交易时,我想尽可能多地了解股票。 我喜欢直接获取真相,而不是依赖分析师或数据解读。所以,每当我有一个交易论点时,我都会将研究分解成几个部分:公司研究、分析师情绪和市场情绪。 去年九月,我对泡泡玛特(Popmart)的母公司有一个做空论点。 我认为这个玩具是昙花一现,股票会下跌。 我阅读了 SEC 文件,并让 LLM 也进行了分析:Labubu 是多大的驱动因素,商业模式是什么,债务状况如何,以及有什么看起来奇怪的地方值得深入研究。我将该公司与同行在每股收益和行业指标上进行了比较。我让 GPT 进行深度研究,其中包括大约 50 次查询和数百页的资料,以梳理出关于该股票的所有论点。最后,我查看了期权数据:看涨/看跌期权比率、隐含波动率、近期成交量,以了解真实资金的投注情况。在接下来的一个月里,我获得了 16% 的收益。 但是这个过程很痛苦,需要获取 SEC 数据,将文件部分复制粘贴到 GPT 中,手动汇总所有信息,并同时处理十几个聊天窗口。 在过去的几个月里,Josh 和我花更多时间尝试让代理自主交易。 我们越深入研究,就越意识到首先需要解决的问题是以一种节省 token 的方式为代理提供事实信息。 我们的第一个设计决策是让 Finterm 成为一个 CLI。我们发现代理使用 CLI 表现更好,因为它不像与 MCP 交互或进行 API 调用那样浪费 token。我们设计了 CLI,使其具有自文档化功能,并像技能一样运行,以便于代理使用。 其次,我们将多个调用批量处理。 每当我研究一个股票代码时,我总是想要相同的信息——市盈率、收入、当前股价、期权情绪。 我们让您的代理进行一次调用,从而节省了 token,并提供了对股票代码更全面的视图。 在对股票代码进行网络搜索时,您经常会遇到嘈杂的文章(例如,如果您在 2002 年投资亚马逊会赚多少钱)、SEO 垃圾信息以及来自同一来源的重复报道。 因此,我们的股票代码深度研究会返回一个研究包:它会为每个股票代码抓取 600-800 个链接,剔除 30-40% 的噪音,并提供该股票代码的互联网状态——去重,并标记来源是主要还是次要,以及 AI 垃圾网站。 您的代理无需自行爬取数百个网页,就能获得市场对该股票看法的全面快照。 我们对 SEC 文件也采用了同样的方法。 即使现在可以访问原始文件,大多数季度和年度文件也有 90-95% 是样板和重复内容。 我们提供原始文件,但也提供一个 SEC 文件差异工具,让您的代理只看到差异:公司重要的变更。 股票和期权数据最多延迟 15 分钟,这使得成本合理,并符合我们正在构建的“研究优先”用例。 我们意识到这是一个面向喜欢使用 Claude Code 进行股票交易的技术受众的利基产品,但它与我自身感受到的很多痛点息息相关,所以我想分享它,看看是否有人感兴趣。 您可以在 finterm.ai 注册,并使用 npm install -g @finterm-ai/cli 进行测试。 我们提供 3 天免费试用(需要信用卡),并非常欢迎任何反馈。
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Hi, my name is Kam, and today my cofounder Josh and I are shipping Finterm.ai, a CLI that gives coding agents direct access to financial data: stock prices, options data, SEC filings, and ticker deep research. I’m a developer and have been a full-time trader for the past few years. Recently I have been using LLMs more and more in my trading and strategy.<p>I always found it frustrating that LLMs did not have direct access to actual financial information and had to rely on web search, so it couldn’t get me more granular numbers for specific options pricing.<p>When making a trade I want to understand as much as possible about the stock. Instead of relying on analysts or interpretations of the data, I like to go directly to the truth. So whenever I have a trade thesis, I break research into a few parts: company research, analyst sentiment, and market sentiment.<p>Last september I had a short thesis on Popmart Labubu&#x27;s parent company. I thought the toy was a fad and that the stock would fall. I read through the SEC filings and had an LLM analyze them too: how big a driver is Labubu, what&#x27;s the business model, what does the debt look like, and what looks strange enough to dig into. I compared the company to its peers on EPS and industry metrics. I asked GPT to do deep research that included around 50 queries and hundreds of pages to map every argument about the stock. Finally I looked at the options data: call&#x2F;put ratios, implied volatility, recent volume, to see how the real money was betting. I made 16% over the next month. But the flow was painful, fetching SEC data, copy pasting filing sections in to GPT, aggregating everything by hand, and juggle a dozen chat windows. In the past few months, Josh and I spent more time trying to get agents to trade autonomously. The more we dug in, the more we realized that the problem you need to solve first is giving agents access to factual information in a token-efficient way.<p>Our first design decision was making Finterm a CLI. We found that agents performed better with a CLI, since it didn’t waste as many tokens as interfacing with MCP or making API calls. We designed the CLI to be self-documenting and behave similarly to skills so it would be agent-friendly.<p>Second, we batch multiple calls together. Whenever I research a ticker, I want the same few pieces of information every time—P&#x2F;E ratio, revenue, current stock price, options sentiment. We let your agent make a single call, which saves tokens and gives a more complete view of a ticker.<p>When doing web searches about a ticker, you often get noisy articles (how much you would have made if you had invested $X in Amazon in 2002), SEO spam, and duplicated articles covering the same topic from the same source. So our Ticker Deep Research returns a research packet: it fetches 600–800 links per ticker, strips out the 30–40% that is noise, and gives back the state of the internet on that ticker—deduped, with sources labeled primary or secondary and AI-slop sites flagged. Instead of crawling hundreds of webpages itself, your agent gets a thorough snapshot of what the market thinks about the stock.<p>We take the same approach for SEC filings. Even with raw filings accessible now, most quarterly and annual filings are 90–95% boilerplate and repetition. We offer raw filings, but also an SEC filing diff tool where your agent sees only the diffs: the important changes to the company.<p>Stock and options data is delayed by up to 15 minutes, which keeps costs reasonable and fits the research-first use case we’re building for.<p>We realize this is a niche product for a technical audience that likes to trade stocks using Claude Code, but it’s close to a lot of the frustrations I feel myself, so I wanted to share it and see if anyone else is interested.<p>You can sign up at finterm.ai and npm install -g @finterm-ai&#x2F;cli to test it. We have a 3-day free trial (card required) and would love any feedback.