Qanvo Stock Screener

Turn a screen into an email alert. Give a plain-English screen in `prompt` (it runs like market_query and uses the same credits), or the query_id and session_id of an earlier result. Qanvo then re-runs that screen's saved query on a fixed schedule (no AI, no credits) and emails the account's address when stocks enter or leave the results, or every time. Schedules follow the market's exchange hours: "after_close" (once that day's prices are in: usually that evening for US stocks, early next morning for other markets), "pre_open" (an hour before the open, trading days) or "weekly" (first trading day, before the open). Today's list is emailed straight away. Example: prompt "stocks crossing above their 200-day average on twice their average volume", schedule "after_close". Research alerts only, not investment advice.

Delete an alert permanently (its screen and saved research stay). To stop emails temporarily, use update_alert with enabled=false instead.

Look up the canonical metrics available for screening. Without search: every metric name, grouped by category. With search (e.g. 'IV rank', 'yield'): matching metrics with format and exact definition.

List this account's screen alerts: name, the screen's prompt, schedule, on/paused, next check, last email and how many stocks entered or left last time.

Screen global stocks (and crypto) with a natural-language question and get a typed dataset back. Examples: "quality large caps 15% below their 52-week high with IV rank above 60 and no earnings in 30 days", "wheel candidates with 30-delta put yield above 20% annualized", "software companies over $5B growing revenue 20%+". Returns the interpretation (how ambiguous terms were resolved), filter criteria, typed columns (with format hints: pct values are fractions, usd values are dollars), up to 200 rows, data as-of dates and warnings. Each call creates a saved research query; pass session_id to keep related queries together. You always get the full rows to analyze. Where the chat shows the interactive Qanvo Screener under the result, the user already sees every row there: give the takeaways rather than retyping the table. Where it doesn't, present the rows as usual. Research data only, not investment advice.

The user's closed option trades matched open-to-close (first in, first out): contract, side, dates, contracts, open and close amounts, realized P&L, how it ended (closed, expired, assigned), days held. Newest first.

The user's upcoming expirations: per expiry the positions, contracts, ITM shorts, short premium open and cost to close, long value, underlyings, and earnings/ex-dividend dates falling before it.

The user's option orders with premiums in dollars (credit +, debit -): action, contract, contracts, fill price, status, times, plus totals (credits, debits, net premium, by underlying, by day). Up to 90 days live from the brokerages; longer from synced fills. Read-only: Qanvo never places orders.

P&L at expiry across a price range for everything the user holds on one underlying (shares plus every option leg), with breakevens and best/worst outcome in range. Arithmetic, not a forecast.

The user's open option positions across every connected broker, priced now (mark, underlying, moneyness, intrinsic/extrinsic, premium captured, breakeven, delta, IV, theta/day, dollar delta, coverage, earnings/ex-dividend before expiry) plus portfolio totals (net theta, dollar delta, vega, short premium open vs cost to close).

The user's option premium history: credits, debits and net by month and by underlying, retention, contracts sold/bought, average days to expiry at open, and the closed-trade record (realized P&L, win rate, average win/loss, expired, assigned).

The user's recent orders straight from their brokerages (live): status, action, quantity, limit and execution prices. Read-only: Qanvo never places or changes orders.

The user's connected brokerage accounts, all brokers aggregated (read-only): account values, cash, margin, and each holding with weight, market value, cost basis, unrealized P&L and Qanvo market data (sector, P/E, forward P/E, dividend yield, next earnings, RSI, IV rank). Use for any question about what they own. For filtered or computed views of their holdings ("my holdings with P/E over 30", "dividend income from my stocks"), use market_query instead.

The user's brokerage transactions, newest first (synced daily, a day late): buys, sells, dividends, interest, fees, option assignments and expirations, deposits.

One expiry of a US stock's option chain around the current price (delayed market data): per strike the call and put last trade, change, delta, theta, IV, open interest and volume, plus the available expirations. Omit expiration for the nearest.

App only: saves the screen on display as an email alert.

App only: the alert schedules for a market, with when each next runs, and the plan's alert limit.

App only: points an existing alert at the screen on display, or changes its schedule or name.

App only: the account's alerts.

App only: the screenable metrics for the column chooser.

App only: catalog columns for the rows of a saved screen result (view tabs, column chooser).

App only: a saved screen result in the account, for hosts that don't pass a result's _meta to the app.

App only: one listing's drill-down (screening row, prices, quarters, earnings, news).

App only: a public link to the screen on display (today's matches, re-run live for whoever opens it).

App only: emails the screen on display (top matches and a live link) to an address the user typed. 10 a day.

App only: ~3 months of daily closes for rows of a saved screen result.

App only: changes a screen's numeric thresholds (an edited filter chip) and reruns the same SQL. No AI, no credits.

Modify a previous market_query result (e.g. 'only semiconductors', 'add IV rank and sort by it'). Keeps the prior filters unless the instruction changes them.

Pulls the latest holdings, balances and transactions from the user's brokerages now (they also refresh on their own every 15 minutes when asked about).

Change an alert's schedule (after_close, pre_open, weekly), when it emails (changes or always) or name, pause/resume it with enabled, or point it at a refined version of its screen with query_id (a refine_market_query result in the same session; today's list is emailed again).