Category
Market Screening & Signal Analytics
Tech Stack
Python · ib_async · pandas · NumPy · SQLAlchemy · Alembic · PostgreSQL (psycopg) · yfinance
Industry
Capital Markets, Financial Technology

Daily Dip

Daily Dip is a rule-based screening service for two market segments most research desks overlook: German XETRA small and micro caps, and US OTC/Pink Sheets. Every trading day the engine scans both universes for a single, clearly defined pattern — a pronounced dip followed by an early recovery — and returns a short list of candidates together with the underlying figures: dip depth, bounce, distance to the prior high, plus exchange, ISIN and a chart snapshot.

The signal logic itself comes from a proven in-house scanner. The work of this project sits around it: a scheduled scan worker, persistence in PostgreSQL, price follow-up over defined holding periods, and delivery via daily email and a web dashboard.
A second, internal component records every candidate ever published and measures how the signal actually performed — hit rate, average move, distribution per market — as the evidence base for its further development.

No investment advice. Purely algorithmic, non-personalised screening. No buy recommendation. Investments carry the risk of loss.

Client
In-house development, Seaside Capital Markets
Service
Signal Engineering, Data Pipeline, Backend Architecture, Web App, Subscription Product
Status
In development
Project Link
dip.seaside-investments.de
Daily Dip screening pipeline: market data, scan worker, PostgreSQL persistence, email and dashboard delivery

© 2026 Seaside Capital Markets GmbH, All Rights Reserved.