About AlphaSight AI
Last updated: May 24, 2026
Our mission
We're building the AI co-pilot every investor deserves. Institutional desks have spent decades stacking Bloomberg terminals, sell-side research subscriptions, and quant tooling. Retail investors got Yahoo Finance and a comment section. AlphaSight AI closes that gap with streaming LLM research, live market data, portfolio analytics, and personalized daily briefs — all in one workspace.
What we do
- Streaming AI research: ask anything about markets, get institutional-quality analysis backed by live fundamentals, technicals, and news.
- Portfolio intelligence: track positions, P&L, exposure, and risk with AI commentary that explains what moved your book and why.
- Watchlist with alerts: monitor tickers in real time with catalyst-aware notifications.
- Daily brief: a personalized morning email and dashboard covering your holdings, the macro tape, and AI-summarized catalysts.
- Backtest & scenario tools: validate ideas against historical data without leaving the chat.
Why AlphaSight AI
- Speed: streaming responses from Groq + Mistral, never the wait you get from generic chat tools.
- Grounded: every claim is checked against fresh market data so the model has fewer reasons to hallucinate.
- Private: your portfolio is yours. We never train models on your data and we never sell it.
- Secure: row-level security on Supabase, HTTPS-only, strict CSP, HSTS, and SOC2-aligned operational practices.
Who builds it
AlphaSight AI is built by a small team of engineers and traders who got tired of rebuilding the same analysis spreadsheet every morning. We're based in Bangalore and San Francisco, ship from a single codebase, and care deeply about correctness in a domain where bad output costs real money.
Our stack
Next.js 16 · React 19 · TypeScript · Tailwind · Supabase Postgres + Auth · Mistral AI · Groq · Yahoo Finance · Vercel Edge.
Talk to us
Partnerships, press, hiring, feedback — support@alphasightai.online. Or open the app and just ask the assistant about us; it's briefed.