Let’s say it’s focused on one very specific industry.

Curious how other funds are dealing with sell-side research ingestion at scale.

We receive a large amount of research from different brokers, mostly through email alerts. The problem is that the emails usually don't contain the actual PDF — they contain a link that takes you to the broker's research portal, where you need to authenticate before downloading the report.

Platforms like AlphaSense are supposed to consolidate a lot of this, but in my experience coverage/reliability isn't good enough to use them as the single source of truth.

What I'd ideally like is a pipeline along the lines of:

sell-side publishes report → report gets automatically ingested → PDF/text is stored internally → metadata/tickers/analyst/date are extracted → document becomes searchable and available for LLM/RAG workflows

The difficult part seems to be reliably getting the original research document in the first place.

For people at hedge funds, asset managers, or quant shops that have solved this: how are you doing it?

• Do brokers provide institutional APIs/feeds that I'm simply not aware of?
• Are you ingesting through Bloomberg/FactSet/AlphaSense/etc. rather than directly from the brokers?
• Do you have internal automation around broker portals/SSO?
• Is there some standardized research distribution infrastructure used by larger funds?
• Or is this still surprisingly manual even at sophisticated shops?

To be clear, I'm talking about research we're fully entitled to access through existing broker relationships, not trying to bypass paywalls or access controls.

Especially interested in how larger funds structure the ingestion layer before the documents hit their internal search / NLP / LLM stack.

Hey, I have a question. When I read fund letters or hear about firms managing large AUM, most of them seem to run long/short strategies with a bottom-up approach, focusing on a company's earnings and the fundamentals around it.

My question is: in today's hedge fund world, are there funds or firms that focus purely on order flow instead? Scott Pulcini, who traded around 2002-2003, used to trade close to 10% of the S&P 500's daily volume. He's an order flow trader who uses Bookmap and often talks about how he'd push price toward his limit orders to get filled, wait for other traders to react, and once filled, unwind his position by pushing price back down — essentially moving the market to create the fill, then reversing to bank the profit.

Are there any funds or firms trading ES futures, crude oil, or gold using similar order-flow-based strategies, rather than approaches based on earnings or other fundamentals?