Global equity research,
drafted before the opening bell.
Tickerdawn is an AI-operated equity research desk that watches every primary regulator — SEC, FCA, HKEX, TSE and the rest — pulls overnight transcripts and cross-asset price action, and writes a single morning memo and rebalancing brief while your portfolio is still asleep.
- Markets watched
- 27 jurisdictions
- Filings / night
- ~1,400
- In your inbox by
- 06:00 local
The morning memo
One brief. Three jobs. In your inbox before the bell.
01 · Catalysts
Overnight filings that moved the tape.
Material disclosures pulled from every primary regulator the desk watches — SEC, FCA, HKEX, TSE, and the rest — sorted by what priced in overnight and what is most likely to price in at the open.
- Insider transactions and 13D/G amendments
- Withdrawals, amendments, and restatements
- Listing changes, halt notices, and treasury actions
- Regulator-only filings parked before markets react
02 · Transcripts
Earnings calls, decoded in plain English.
Conference call transcripts are summarised behind the headline number — guidance phrasing changes, soft-language diffs between quarters, analyst pushbacks that did not make management’s prepared remarks.
- Revenue / margin deltas vs the prior eight quarters
- Forward guidance phrasing, line by line
- Capex, hiring, and customer-concentration flags
- Non-GAAP vs GAAP reconciliations, called out
03 · Rebalance
Cross-asset overnight moves, explained.
FX, futures, sector indices, and single-name price action across the timezones the market is closed in but the news cycle never is — mapped to your watchlist, with the moves that demand a second look flagged first.
- Asia close → Europe open → US pre-market flow
- Sector rotation signals vs the prior close
- Single-name gappers with a catalyst, not noise
- Suggested adjustments, marked as research — not advice
Coverage
Every primary regulator. Every open market.
The desk does not scrape aggregators. It watches the bodies that publish the filings — in their own timezones — so the brief carries sourcing rather than paraphrase, and a retail reader can trace every line back to the source disclosure.
Coverage list is illustrative; live regulator footprints are documented in the methodology note delivered with each brief.
How it works
From a 4 a.m. filing to a 6 a.m. brief.
The pipeline runs the moment a regulator accepts a disclosure. By the time you open the inbox, the brief is already structured around what changed and what to read first.
- Step 01
Ingest
Regulator feeds are polled continuously; filings are accepted with the publication timezone intact.
- Step 02
Comprehend
Materials are read by a research-grade model that knows the language and the disclosure norm of each jurisdiction.
- Step 03
Brief
The morning memo is composed against your watchlist, ranked so the catalysts you would read first appear first.
- Step 04
Deliver
The brief lands in your inbox before your broker opens, with every line traceable to a primary source.
Why it is different
The institutional desk, on a retail price tag.
AlphaSense, Hebbia, and Hudson Labs package overnight coverage for analysts inside funds. Tickerdawn is built for the self-directed investor who would otherwise glue together Koyfin for workspace, Rogo for chat, BAMSEC for translation, and Truthifi for portfolio dashboards — and still miss the overnight window.
The product bundles the three jobs into a single consistent daily memo, weighted toward the hours your broker is closed and the world isn’t.
- Filings, transcripts, and portfolio monitoring under one roof — not stitched together from four SaaS subscriptions.
- Timezone-aware ingest, so a Hong Kong disclosure at 23:40 HKT appears in the next brief with the source link intact.
- Plain-English brief — not financial jargon dressed up as a deck — and surfaced risks flagged in their own section, not buried mid-paragraph.
What is in every brief
- As of06:00 local · market-aware
- Filings scanned~1,400 / night
- Call transcripts~120 / week
- Watchlist cap50 names
- FormatEmail · Markdown
Compliance promise
Research and alerts. Never personalised investment advice.
What it is
- Cross-asset research distilled into a brief
- Alerts on overnight catalysts + price action
- Suggested portfolio adjustments, sourced and dated
What it is not
- A recommendation to buy or sell a specific security
- A personalised suitability assessment for you
- A substitute for a fiduciary or regulated adviser
Tickerdawn is positioned with reference to SEC Regulation Best Interest and the 2024–2025 AI-marketing disclosure rules. Each surface of the product labels its content accordingly.
Sources
Every line traces back to a primary publication.
The brief never paraphrases an aggregator. Every catalyst, transcript summary, and rebalancing signal links to the regulator publication, the issuer filing, or the named transcript — with timestamp, language, and translation source where applicable.
Primary first
Regulator publications, issuer filings, and conference-call transcripts are the only inputs to the brief.
Translated, not summarised away
Asian and European filings are translated with the text retained alongside the plain-English summary.
Timestamp + locale
Each citation carries its publication timezone, so the brief is auditable rather than asserted.
FAQ
What people ask before signing up.
Request access
Ready when you are.
The brief is being delivered to a small cohort of self-directed investors. Write to the desk with anything — a watchlist, a question about coverage, or a request to be added to the next rollout.
Replies usually land within one trading day.