u/this_is_chetan

Image 1 — Using a 6-Agent AI Swarm to synthesize global macro shifts and physical supply drains. Looking for feedback from swing traders.
Image 2 — Using a 6-Agent AI Swarm to synthesize global macro shifts and physical supply drains. Looking for feedback from swing traders.

Using a 6-Agent AI Swarm to synthesize global macro shifts and physical supply drains. Looking for feedback from swing traders.

If you’re holding positions for days or weeks, your biggest enemy isn’t a 5-minute candle; it’s a tectonic macro shift you didn’t see coming. I built Alicanto to act as a 24/7 Macro Research Desk that specifically hunts for catalysts in the precious metals and global fiat space.

The Tech Stack:

  • The 6-Agent Swarm: Alicanto routes global news through 4 Junior Analyst agents, a Senior vetting layer, and an Executive synthesis agent (70B model). It’s designed to extract structural data—like physical vault drains or central bank policy shifts—and ignore the daily market "chatter."
  • The RAG Ledger: It uses a permanent vector memory core. If a new geopolitical variable enters the market (like a specific trade tariff logic), I "train" the agent via the Correction Ledger. It remembers that context for every future scan, building a massive institutional memory vault over time.

The Edge:

  • Executive Briefs: High-level synthesis of how global interest rates or DXY moves are impacting physical supply.
  • Contagion Maps: Visualizing how one event (e.g., a mining strike) ripples through the macro board.

The Ask: I need 10 swing traders to test the Executive Briefs and the Web Terminal. I want to know if the AI's "Trade Desk Verdicts" are sharp enough to help you hold a thesis or if the logic is too broad.

DM or comment for a free beta-access key to the terminal.

(Landing page link in the comments).

u/this_is_chetan — 8 days ago

I built a 6-Agent LLM Pipeline to filter global macro noise and track physical commodity supply drains. Here is the architecture.

I’ve been trying to build an automated macro research desk for my own trading, specifically focused on precious metals and global fiat flows.

The core problem I hit immediately: standard "AI wrappers" or single-prompt LLMs are terrible at this. They hallucinate, get distracted by retail sentiment (e.g., Reddit pump-and-dumps), or mistake standard market volatility for structural shifts.

To solve the noise problem, I built Alicanto, a multi-agent reasoning engine that forces data through a strict hierarchy before it ever reaches a conclusion.

Here is the pipeline architecture. I’d love some feedback on where this logic might break down at scale.

1. Data Ingestion & The "Consent Wall" The system continuously sweeps Google News, institutional RSS feeds, and dark pool channels. I’m using a custom Jina + Trafilatura waterfall to handle extraction and bypass cloud-server consent blocks, standardizing the text payloads to ~800 characters to cut out journalistic fluff.

2. The 6-Analyst Swarm Pipeline Instead of dumping data into one massive prompt, the engine routes events through a strict chain of command:

  • The 4 Junior Desks (GPT-4o-Mini): These are isolated agents programmed with specific personas (Finance, Physical Supply, Geopolitics, Alternative Data). Their only job is to extract hard numbers and structural events. If an article is just punditry or lacks hard metrics, they kill it immediately.
  • The Senior Strategist (GPT-4o-Mini): This agent acts as a semantic shield. It reviews the Juniors' output against a strict ruleset to actively filter out retail/local noise (e.g., "Ignore a supply drain if it's just a local coin shop; focus only on COMEX/LBMA/SGE").
  • The Executive (Groq 70B): If an event survives the first two tiers, it hits a high-speed Llama 3.3 70B model. This model checks for final "opinion traps" and synthesizes the data into a structured Executive Brief and Trade Desk Verdict.

3. The RAG "Correction Ledger" Traditional fine-tuning is too slow for evolving macro conditions. Instead, I built a vector-based feedback loop. If the Swarm makes a logic error (e.g., misinterpreting a tariff announcement), I issue a text correction. The system vectorizes that correction (text-embedding-3-small) and stores it in an SQLite ledger. Before the Junior desks process new data, they run a similarity search against the ledger to inject past corrections into their active prompt.

4. The Output The pipeline generates live macro matrices, calculates real-time arbitrage spreads (COMEX vs. Shanghai), and pushes "DEFCON" alerts for severe physical premiums.

The Ask: I am currently looking for 10 quants or developers to test the live Telegram bot and Web Terminal.

I don't need marketing advice; I need you to try and break the swarm logic. I want to know where the noise filter fails, if the RAG ledger is efficient enough, or if this architecture is just over-engineered for what it does.

If you are interested in stress-testing the architecture, drop a comment or DM me, and I will generate a free root-access key for the terminal.

(Link to the architecture dashboard in the comments so I don't trigger the auto-mod).

u/this_is_chetan — 8 days ago

Roast my AI Macro Agent. It "eats" Gold and Silver data to find institutional Alpha. 4-Stage Swarm, RAG Ledger, $69/mo. Tell me why I'm delusional.

I built Alicanto, a specialized AI Agent designed for macro traders and physical silver stackers. I’m tired of "AI wrappers" that just hallucinate price predictions, so I built a high-latency, multi-agent reasoning engine instead.

The Tech (The Part You’ll Probably Hate):

  1. The 6-Analyst Swarm: Instead of one prompt, every news lead is routed through a 4-stage pipeline.
    • 4 Junior Desks: (Finance, Physical Supply, Geopolitical, and Dark Pool) audit the raw data for hard numbers.
    • The Senior Strategist: A GPT-4o layer that acts as a "Sieve" to kill retail noise and Reddit sentiment.
    • The Executive: A Groq-powered 70B model that synthesizes the final "Trade Desk Verdict."
  2. RAG Correction Ledger: I don’t fine-tune. I use a mathematical vector-based "Correction Ledger." If the bot misses a physical supply drain in a Polish mine, I "train" it once via Telegram, and it never misses that specific structural logic again.
  3. The Arbitrage Engine: It live-calculates the East/West spread (COMEX vs. Shanghai) to gauge global physical demand.

The Business Model:

  • Stacker Tier ($19/mo): Live matrix and basic alerts.
  • Macro Pro Tier ($69/mo): The full Swarm synthesis, Terminal access, and custom Veto rights.

The Challenges: Scraping Google News and institutional feeds without getting IP-banned has been a war. I’m currently using a custom Jina + Trafilatura waterfall to punch through consent walls.

Why I'm here: I’m looking for 10 "Founding Members" who are actually in the macro/commodities space to break the terminal and tell me why the Swarm logic is flawed.

Roast me:

  • Is $69/mo for a Telegram-based agent insane when Bloomberg exists?
  • Is the "Swarm" just over-engineering for a glorified RSS reader?
  • Is the physical silver niche too small to scale?
reddit.com
u/this_is_chetan — 8 days ago

[BETA] Alicanto: A 6-Agent Macro Intelligence Swarm tracking global shifts & precious metals. Looking for early testers and brutal feedback.

Hey r/alphaandbetausers,

I’m looking for trial members to test an AI Agent I’ve built called Alicanto. It operates as an automated, institutional-grade macro research desk.

What it does: Alicanto casts a massive net over the global economy—tracking interest rate decisions, DXY fluctuations, geopolitical shocks, and supply chain disruptions. But instead of just giving generic news summaries, it specifically hunts for how those tectonic shifts will impact precious metals and physical supply drains. It filters the global macro noise into targeted, actionable context.

I built this because standard "AI news wrappers" often hallucinate or just pass along retail hype. I needed a high-latency reasoning engine instead.

How it works (The 6-Agent Swarm): When a macro event hits the wire, it is routed through a specific hierarchy to ensure only hard data survives:

  1. 4 Junior Desks (GPT-4o-Mini): Dedicated agents for Finance, Physical Supply, Geopolitics, and Alternative Data (Dark Pools) scrub raw scraped data to extract only hard numbers and structural events.
  2. 1 Senior Strategist: Acts as the shield. It reviews the Juniors' extractions and aggressively vetoes retail hype, opinion pieces, or duplicate news.
  3. 1 Lead Executive (Groq 70B): Synthesizes the surviving intel into a highly concise "Executive Brief" and Trade Desk Verdict.

The Training Engine (RAG Ledger): Instead of traditional fine-tuning, the agent learns via a RAG Correction Ledger. If the Swarm misinterprets a data point, I send it a text correction via Telegram. The system converts that rule into a mathematical vector and permanently stores it. Before making future decisions, the Swarm searches this vector vault to ensure it never makes the exact same logic error twice.

What I need from you: I am looking for beta testers to stress-test the Telegram bot and the Web Terminal.

I am not looking for marketing advice right now; I need your brutal, honest feedback on the pipeline to help me guide the next phase of development:

  • Is the Swarm filtering out the noise effectively, or are false positives getting through?
  • Are the executive briefs and live Arbitrage charts actually useful for tracking the macro landscape?
  • Where does the RAG memory fail?

If you want to test it out and help me break the system so I can fix it, drop a comment below or send me a DM, and I’ll set you up with a free access pass to the live terminal!

(I will put the link to the landing page in the comments so I don't trigger the auto-mod!).

reddit.com
u/this_is_chetan — 8 days ago