| Creator | Samin Yasar |
| Source | youtu.be/lH5wrfNwL3k |
| Published | April 6, 2026 |
| Transcript Date | 2026-06-07 |
| Views | 1,432,704 |
| Creator Bio | Ex-JP Morgan, Ex-Amazon software engineer; CS degree NYU; AI automation consultant |
Samin Yasar, a former JP Morgan and Amazon software engineer, walks through three levels of using Claude to automate stock market activity using the Alpaca paper trading API. The core argument is that Wall Street's advantage over retail traders comes down to three things -- data access, execution speed, and analytical intelligence -- and that Claude with the right integrations can close all three gaps simultaneously.
Level one covers connecting Claude Desktop to Alpaca's paper trading API to place test trades by voice. Level two builds on that with an automated trailing stop and ladder-buy bot that runs on a cron schedule during market hours. Level three covers options trading mechanics and the wheel strategy, where Claude monitors positions, selects strike prices, and rolls contracts on a schedule.
A copy-trading module is also demonstrated, using Capitol Trades (a public database of congressional stock disclosures) plugged into Claude via MCP to automatically mirror the trades of consistently outperforming politicians. The video uses paper trading throughout and includes a disclaimer that none of this constitutes financial advice.
Quotable moments are auto-generated from the transcript. Speaker attribution and quote accuracy should be verified against the original source before republishing or sharing.
Institutional traders and politicians have access to real-time flows of information that retail investors see only after the fact -- if at all. The presenter frames this as the fundamental structural disadvantage retail traders face. Data services that aggregate congressional disclosures, options flow, and whale activity compress this gap significantly.
Wall Street operates on automated systems that monitor positions and act around the clock. A retail trader who spots a good setup but steps away for 10 minutes may miss the window entirely. Claude connected to a brokerage API closes this gap by running rules-based execution on a schedule.
Having data and speed means nothing without a coherent plan. Institutional desks have teams of analysts who interpret information and build structured strategies. AI assistants like Claude can now perform much of this function -- reading data, applying rules, and acting -- at no marginal cost once configured.
A trailing stop loss is a dynamic floor price set a percentage below the current stock price. As the stock rises, the floor rises with it. If the stock falls and hits the floor, the position is sold automatically. The floor never moves down, only up -- locking in gains at every step while capping the maximum loss to the initial gap.
Rather than buying all shares at once, ladder buys pre-schedule additional purchases at incrementally lower prices. If a stock drops 15%, you buy more. If it drops 30%, you buy more again. This systematically lowers your average cost basis during a downturn rather than sitting on a growing loss.
Paper trading uses a simulated account funded with fake money but connected to real market prices and real order book mechanics. It allows a trader to test and validate strategies under live conditions without any actual capital at risk. Alpaca provides a paper trading environment through its API.
A call option gives the buyer the right to purchase a stock at a locked-in price (strike price) before expiration. A put option gives the buyer the right to sell at a locked-in price. Both are contracts between two parties: the buyer pays a premium for the right; the seller collects the premium and takes on the obligation.
When you sell an option rather than buy one, you flip the table and collect the premium upfront. Your profit comes when the contract expires worthless -- the other party never exercises it. This mirrors how insurance companies profit: collect premiums from many, pay out on a fraction of claims. The statistical edge favors the seller over time.
The wheel is a two-stage cyclical options income strategy. Stage one: sell a cash-secured put below the current price. Collect the premium. If the option expires worthless, repeat. If assigned, acquire shares at a discount. Stage two: sell a covered call above your cost basis on those shares. Collect more premium. If the shares get called away, go back to stage one. The wheel generates income regardless of whether the underlying stock trends up, down, or sideways.
Members of US Congress are legally required to disclose their stock trades within 45 days under the STOCK Act. Services like Capitol Trades aggregate and publish this data. Because congressional members often trade on advance knowledge of policy, regulation, or government contracts, their portfolios historically outperform the broader market. Mirroring those trades is a legal, data-driven strategy available to any retail investor.
MCP is the protocol that allows Claude to connect to external data services and APIs as live tools rather than static knowledge. The presenter uses the analogy of a power outlet: data services run information through their systems, and MCP is the plug that lets Claude tap into that feed in real time. Once connected, Claude can query those services dynamically as part of any conversation or scheduled task.
A cron job is a scheduled task that runs automatically at set intervals on a computer. In this context, Claude uses cron scheduling (via Claude Code) to check positions, evaluate trailing stop levels, and execute trades during market hours without manual intervention. The schedule is set once and runs as long as the machine is on.
Traditional brokerages require a human to place trades. Modern platforms like Alpaca expose an API that lets external software -- including Claude -- authenticate with API keys and execute orders programmatically. This is the technical bridge that allows a language model to interact with real (or simulated) financial markets.
Implementation steps are auto-generated from the transcript content and are provided for informational purposes only. They do not constitute professional advice of any kind. Always consult a qualified professional before acting on any information presented here.
Go to claude.com/download and install the Claude Desktop app for Mac or Windows. Make sure your operating system is up to date -- the desktop app requires a reasonably recent OS version to support all features. You will need either a Claude Pro or Claude Max subscription to access the full capability set used in this workflow, including the Claude Code interface and scheduling functions. Sign in and confirm the app launches correctly before proceeding.
Go to alpaca.markets and create a free account. You do not need to fund a live account -- the paper trading environment is what you want. After signing up and completing the basic verification steps, open the Alpaca dashboard and navigate to the paper trading section. Create a new paper trading account (the video uses a $50,000 starting balance as a working example). Paper trading gives you real market prices and real order mechanics with zero capital at risk.
Inside your Alpaca paper trading account, scroll to the API Keys section and click "Generate New API Keys." You will receive three values: an endpoint URL, an API key, and a secret key. Copy all three -- you will need them in the next step. Store them somewhere accessible but private; treat the secret key the same way you would treat a password. Do not commit these to any public repository or paste them into shared documents.
Open the Claude Desktop app and switch to the Code interface (the button labeled "code" in the interface). Create a new project folder (the video uses a folder named "trading" inside Documents to keep things organized). Paste your Alpaca endpoint, API key, and secret into the chat and tell Claude to save those credentials to a file in that folder so you do not have to re-enter them each session. Then send a simple test command -- something like "buy one share of Apple using my Alpaca paper trading account" -- and confirm the trade appears in your Alpaca dashboard. This verifies the connection is live before building anything more complex.
Write out your trading rules conversationally and give them to Claude. At minimum, specify: which stock to trade, how many shares to start with, your stop loss threshold (e.g., sell if the stock drops 10% from purchase), your trailing stop trigger (e.g., if it climbs 10%, raise the floor to 5% below the new price), and any ladder buy rules (e.g., buy 10 more shares if it drops 20%, buy 20 more if it drops 30%). The more specific you are, the more precisely Claude can encode the rules. You can refine these over time -- the rules are not permanent, and Claude will follow updated instructions.
After your initial trade is placed and your rules are set, tell Claude to create a recurring schedule using the /schedule command. In the video, Claude is instructed to check Tesla positions every 5 minutes during market hours (Monday through Friday, 9:00 a.m. to 4:00 p.m. Eastern). Claude will create a cron job visible in the scheduled tasks panel on the left sidebar of Claude Code. As long as your computer is running and Claude is open, the bot will execute without any further input. Confirm the schedule appears in the task panel before stepping away.
Before treating any automated strategy as reliable, walk through hypothetical scenarios with Claude to verify it will behave the way you expect. Ask things like "What would you do if Tesla shot up to $500?" or "What happens if the stock gaps down 25% at the open?" Claude will explain its intended actions based on your encoded rules. If the responses reveal gaps or misalignments, adjust your instructions and re-test. This is a low-cost way to validate logic before it encounters real market conditions.
Create a separate paper trading account in Alpaca for this strategy so you can track its performance independently. Generate a new set of API keys for that account and start a new Claude session. Paste the new credentials and the URL for Capitol Trades (capitoltrades.com). Instruct Claude to identify a currently active congressional trader with a strong recent record, monitor their disclosed trades via Capitol Trades, and mirror those trades in your Alpaca paper account on a scheduled basis. Claude will handle the politician selection and explain its reasoning. You can ask it to explain its choice and backtest the strategy before letting it run live (in paper mode).
The wheel strategy requires more precise instructions than the trailing stop bot because options have additional parameters -- strike price, expiration date, and contract type. Give Claude a full ruleset covering both stages. Stage one: sell cash-secured puts at a strike roughly 10% below current price, two to four weeks out. If the put expires worthless, sell again. If assigned, move to stage two. Stage two: sell covered calls at a strike roughly 10% above your effective cost basis, same expiration window. Never sell a call below cost basis. Close any contract early if it hits 50% profit. Check positions every 15 minutes during market hours and send a daily summary at market close. Claude handles all rolling decisions and execution against those rules.
None of the strategies in this video were demonstrated with real money, and for good reason: automated trading bots behave differently in edge cases (earnings announcements, halted stocks, gap opens, low liquidity) than they do in typical conditions. Run your bots in paper mode for at least several weeks across different market conditions before considering any real capital. Track the results, review what the bot did at each decision point, and refine your rules. The goal of the paper period is not just profit confirmation -- it is learning how the rules behave so you can improve them with confidence before anything real is at stake.
Tools, platforms, and references mentioned in the video or linked in the description. Verify current availability and pricing before relying on any of these.
The desktop application for Claude. Required for this workflow -- the web interface does not support the Claude Code environment or cron scheduling used to run automated bots. Available for Mac and Windows. A Pro or Max subscription is recommended for extended sessions and full feature access.
claude.com/downloadCommission-free brokerage platform with full API access and a built-in paper trading environment. The API is the bridge that allows Claude to place trades programmatically. Paper trading accounts are free to create and come with simulated capital. Real trading requires account verification and funding. Supports stocks and options.
alpaca.marketsFree public database aggregating stock trade disclosures filed by US members of Congress under the STOCK Act. Tracks which politicians are buying or selling which securities, when the trades were made, and when they were disclosed. The presenter uses this as the data feed for the copy trading bot, pointing Claude at it to identify active traders with strong recent performance.
capitoltrades.comThe presenter's paid membership community on Skool. Includes the full prompt library referenced in the video (trailing stop, wheel strategy, copy trading bot prompts), along with deeper tutorials, live sessions, and community discussion. Mentioned as the place to go for the exact prompts demonstrated in the video.
skool.com/claudeThe presenter's free resource hub on Skool. A secondary entry point to his educational materials, case studies, and AI automation guides for business owners.
skool.com/aianswersThe open protocol developed by Anthropic that allows Claude to connect to external data services, APIs, and tools as live integrations rather than static knowledge. In this video, MCP is the mechanism that allows Claude to query Capitol Trades data in real time rather than relying on its training data. MCP servers can be configured for a wide range of services -- financial data providers, CRMs, productivity tools, and more. Documentation is available through Anthropic.
docs.anthropic.com -- MCP OverviewTechnical reference for the Alpaca trading API. Covers authentication, order types, paper vs. live environments, options endpoints, and streaming data. Relevant for anyone who wants to understand what Claude is actually doing under the hood when it places orders, or who wants to extend beyond the conversational interface.
docs.alpaca.marketsAggregates congressional trading disclosures alongside lobbying data, government contracts, and patent filings -- providing context beyond the raw trade data that Capitol Trades shows. Free tier includes congressional trade screening with sector tagging and member filtering. Useful for identifying cluster signals and committee-aligned trades across multiple data sources simultaneously.
quiverquant.comThe 2012 US federal law that requires members of Congress, the President, Vice President, and certain executive branch officials to publicly disclose stock trades within 45 days of execution. This is the legal foundation that makes congressional trade data publicly accessible and is why services like Capitol Trades exist. Disclosures are filed with the Clerk of the House or the Secretary of the Senate and are posted publicly.
House Financial Disclosures -- EFTS SearchThese steps reflect general setup guidance for Interactive Brokers as of mid-2026. IBKR updates its platform regularly and specific UI steps or settings may drift. Verify current platform behaviour and documentation at ibkr.ca before relying on any specific step. Nothing here constitutes financial or investment advice.
Interactive Brokers is the practical path for Canadian residents who want to move beyond Alpaca's paper trading environment. IBKR is registered with IIROC, supports both stocks and options, offers a full API, and has a paper trading environment that mirrors the live platform. The setup is more involved than Alpaca's key-and-secret model but is well-documented and stable once configured.
Go to ibkr.ca and open an individual account. You will need to complete identity verification -- have government ID and a recent proof of address ready. During the application, apply for options trading permissions at Level 2 minimum (covers covered calls and cash-secured puts, which are required for the wheel strategy). If you intend to trade spreads or LEAPS, apply for Level 3. Approval typically takes one to three business days. Once your live account is approved, IBKR will send separate credentials for the paper trading environment.
IBKR offers two applications that serve as the local API bridge. Trader Workstation (TWS) is the full-featured trading platform with charts, order management, and a complete UI. IB Gateway is a stripped-down application with no trading interface -- it exists solely to provide API access. For a dedicated always-on machine running automated bots, IB Gateway is the right choice: it uses significantly less memory, starts faster, and is designed for exactly this use case. Download IB Gateway from the IBKR website under Traders > Trading Software.
This is the step where most people stall. In TWS, go to Edit > Global Configuration > API > Settings. In IB Gateway, the same settings are under Configure > Settings > API > Settings. Enable "Enable ActiveX and Socket Clients." Set the socket port -- note these defaults carefully: TWS live uses 7497, TWS paper uses 7496, IB Gateway live uses 4001, IB Gateway paper uses 4002. Connecting to the wrong port produces a connection refused error with no helpful explanation. Check "Allow connections from localhost only" for security. Uncheck "Read-Only API" -- the bot needs to place orders, not just read data. Save and restart the application for settings to take effect.
By default, TWS and IB Gateway log themselves out at a set time each day -- often around midnight Eastern. Do this before anything else. In TWS: Edit > Global Configuration > Lock and Exit > Auto logoff timer -- disable it or set it to a time outside your trading window. In IB Gateway: Configure > Settings > Lock and Exit. If you skip this step, your bot will go dark every night without warning and you will have open positions with no monitoring. This is one of the most common causes of silent bot failure on IBKR.
Tell Claude to set up a Python environment in your trading folder and install the ib_insync library: pip install ib_insync. This is a well-maintained third-party wrapper around IBKR's official ibapi library that makes API interactions significantly more readable and practical. IBKR's official ibapi works but is verbose and callback-heavy -- ib_insync is the standard choice for this kind of bot work. Ask Claude to write a simple connection test: connect to IB Gateway on localhost at your paper port (4002), request your account summary, and print the result. If your paper account balance comes back, the connection is confirmed.
Every connection to the IBKR API requires a unique integer client ID. If two scripts connect simultaneously with the same client ID, one is dropped without a clear error message. Assign a distinct client ID to each bot or script -- for example, 1 for the trailing stop bot, 2 for the wheel strategy bot, 3 for the congressional copy trading bot. Tell Claude to hardcode these IDs into each script and never reuse them across simultaneous connections. If you see a connection that drops immediately after establishing, a client ID conflict is the most likely cause.
IB Gateway must be running for any scheduled bot to execute. This means the machine running it needs to be on, connected, and stable during trading hours. A dedicated low-cost always-on computer is the practical solution -- a basic mini PC (Intel NUC, Beelink, or similar) running Windows or Linux costs $150-300 CAD and draws very little power. A spare laptop works equally well. The key requirement is that it stays on and connected during market hours without depending on your primary workstation. A Raspberry Pi can run IB Gateway on Linux with a virtual display configured, but that setup is covered in a separate guide. Remote access via Tailscale (free, minimal configuration, works through home routers without port forwarding) lets you check on the machine from anywhere.
Ask Claude to write a simple watchdog script that runs on a schedule and checks whether IB Gateway is still alive. If the process is not running, the watchdog restarts it automatically. This is a one-time setup that meaningfully improves reliability -- IB Gateway occasionally crashes or freezes, especially after software updates. A watchdog running every 5 minutes eliminates most unplanned downtime without requiring manual intervention. Claude can generate this script in Python in under a minute; it belongs in the same trading folder as your other scripts.
Canadian residents trading US-listed equities through IBKR will encounter CAD/USD conversion. IBKR's automatic currency conversion carries a wider spread than their Ideal Pro forex mechanism. For meaningful position sizes, convert currency manually via Ideal Pro (under the currency conversion section in TWS or by placing a forex order through the API) before buying US equities or options. The difference is small per trade but accumulates over a full wheel strategy cycle. Tell Claude to flag when a trade would require currency conversion so you can handle it deliberately rather than letting it happen automatically at the wider spread.
These are the specific errors most people hit during initial IBKR API configuration, with the exact fix for each.
ib.reqMarketDataType(3).This tab is provided for informational and educational purposes only. Nothing here constitutes financial or investment advice. Options trading involves substantial risk of loss. Congressional trade data is public and historical outperformance is an aggregate statistical observation -- it does not guarantee results on any individual trade. Always consult a qualified professional before acting on any information presented here.
A call option gives you the right to buy a stock at a locked-in price (the strike price) before the contract expires. You buy calls when you expect the stock to rise. A put option gives you the right to sell a stock at a locked-in price. You buy puts when you expect the stock to fall -- or to protect a position you already own. Every option contract covers 100 shares.
Every option has three defining parameters. The premium is the price you pay (or collect) for the contract -- it decays toward zero as expiration approaches, which is called theta decay. The strike price is the price at which the contract can be exercised. The expiry date is the last day the contract is valid. Buying options costs premium and subjects you to time decay. Selling options collects premium and creates an obligation to the buyer.
A spread (buying one option and selling another at a different strike) caps both your maximum gain and your maximum loss -- this is defined risk. You know exactly what you can lose before you enter. An outright long call or long put has a maximum loss equal to the premium paid -- also defined, and generally the right approach for directional bets. A short put (selling a put without owning the shares) has a maximum loss equal to the strike price minus the premium collected -- substantial if the stock collapses. Understanding which category a strategy falls into before sizing a position is the most important mechanical concept on this tab.
Congressional trade disclosures are public record. The STOCK Act requires members of Congress, the President, and Vice President to report stock transactions within 45 days of execution. The data covers transaction date, ticker, trade type (buy/sell/option), and a dollar range (exact amounts are not disclosed -- ranges like $15,001-$50,000 are typical). Services like Capitol Trades and Quiver Quantitative aggregate and present this data in filterable, searchable form.
The statistical case for following congressional trades is real but requires honest framing. Studies of aggregate congressional portfolios show consistent outperformance versus the S&P 500 -- the presenter cites a 34.8% return for one member versus 15% for the index over the same period. But this is an aggregate observation across many trades and members. Individual trades fail. Individual members have losing periods. You are using a probabilistic edge, not insider information -- and the edge is amplified or destroyed depending on how well you filter and size your positions.
Not all congressional trades carry equal weight. The following filters separate high-quality signals from noise.
| Filter | What to Look For | Why It Matters |
|---|---|---|
| Cluster buying | Multiple members buying the same ticker within a short window, especially across party lines | Single trades may reflect personal conviction or an advisor's call. Cross-party cluster trades suggest a shared information environment that is harder to explain as coincidence |
| Committee alignment | Member sits on a committee with oversight of the sector they are trading | A member of Armed Services buying a defence contractor has structural information access. A random member doing the same trade carries less signal weight |
| Position size | Large range ($100,000+) relative to the member's typical trading frequency | A $15,000 purchase from an active trader is noise. A $500,000 purchase from a member who rarely trades is signal |
| Repeat accumulation | Same member buying the same ticker across multiple disclosure periods | Sustained accumulation over months expresses a thesis with duration -- exactly the kind of multi-month tailwind that longer-dated options strategies are built to capture |
| Sector context | Policy environment, pending legislation, or contract cycle aligns with the sector | A defence buying cluster during a geopolitical escalation period has a narrative. The same cluster without context requires more caution |
Defence contractors (Lockheed, Raytheon, Northrop, L3Harris), cybersecurity firms, satellite and communications companies. Members with classified briefing access on procurement cycles and threat assessments.
Major banks, regional banks, insurance companies, fintech. Members aware of regulatory direction, stress test outcomes, and interest rate policy discussions ahead of public announcement.
Oil and gas producers, pipeline operators, utilities, clean energy. Members aware of EPA rulemaking, pipeline approval timelines, and subsidy or tax credit legislation before public release.
Pharmaceutical companies, biotech, hospital systems, health insurers. Members aware of FDA regulatory posture, drug pricing legislation, and Medicare/Medicaid reimbursement changes.
Semiconductors, major tech platforms, telecom. Members aware of antitrust direction, export control changes, and spectrum allocation decisions.
The right strategy depends on how strong the signal is and how much time has passed since the disclosure. Use this framework to match conviction level to structure.
The strongest fit for congressional trading data. Congressional members hold positions for months to years -- they are not day traders. A LEAPS call (expiry 6 to 18 months out) gives the thesis time to develop without racing against time decay. Theta decay on LEAPS is slow in the early months, which means the disclosure lag barely matters -- you are not trying to catch the initial move, you are positioning alongside a sustained institutional accumulation. Strike selection: 5-10% out of the money gives meaningful leverage at a reasonable premium. Best applied when cluster buying is confirmed and the sector narrative is clear.
Buy a call at or near the money and sell a call at a higher strike with the same expiry. The sold call reduces your premium cost and your time decay exposure significantly compared to an outright long call. Maximum gain is capped at the spread width minus the premium paid, but maximum loss is also capped at the premium paid -- defined risk on both sides. A good default structure for medium-confidence signals where you want directional exposure but not the full premium cost of a LEAPS position. Use 45-90 day expiries to give the thesis room without excessive theta decay.
Buy a LEAPS call as the core position and sell a shorter-dated call against it each month to reduce cost basis over time. Effectively a rolling income strategy on top of a long-dated directional bet. More active to manage than a straight LEAPS purchase but meaningfully more capital-efficient -- the monthly premium collected from the short call offsets the LEAPS cost over time. Best suited for high-conviction positions you intend to hold for multiple months while the congressional thesis plays out.
Sell a put at a strike 5-15% below the current price, collect the premium, and repeat if the option expires worthless. If the stock drops to your strike and you are assigned shares, you own them at an effective cost below the current price -- and on a stock with confirmed congressional accumulation, that may be exactly where you want to be. Strike selection matters: go far enough out of the money that assignment is the exception, not the expectation. Requires sufficient cash in the account to cover the full share purchase if assigned.
If you are assigned shares via a short put, hold them and sell calls against them rather than exiting immediately. The congressional accumulation data gives you a reason to maintain the position while generating income via the call premium. Strike selection is critical: go far enough out of the money to give the stock room to run if the thesis plays out. Aggressive covered calls (near-the-money strikes) cap your upside on a position where the underlying thesis may have significant remaining movement. Use 30-45 day expiries and strikes at least 10% above your cost basis.
Sell a put and buy a lower-strike put as protection, collecting a net premium. Defined risk on both sides -- you know your maximum loss before entering. Good for situations where the congressional signal is present but not strong enough to justify outright directional exposure. Generates income when the stock stays above your short strike, which is most of the time on a stock with informed accumulation behind it. Requires less capital than a cash-secured put because the long put acts as a margin offset.
Congressional signals are probabilistic. Options add leverage. These two facts together mean position sizing is not optional -- it is where the strategy succeeds or fails over time.
Check sector concentration before adding any new position. Congressional cluster signals often cluster in specific sectors simultaneously -- defence during geopolitical tension, pharma around healthcare legislation. A portfolio built entirely on congressional signals can end up 60-70% concentrated in one sector without the trader noticing. Before entering a new position, look at your existing holdings and ask whether the new trade adds concentration risk you are not being paid to take.
Implied volatility expands into earnings announcements and binary regulatory decisions (FDA approvals, contract awards, tariff announcements) and collapses immediately after -- regardless of which direction the stock moves. This IV crush destroys option value even when the underlying move is in your favour. Check earnings dates before entering any position and either close or roll before the event, or size the position knowing the IV collapse is coming. Congressional thesis trades are medium-to-long-term by nature -- binary events are noise unless the thesis is specifically tied to the outcome.
Not every stock with congressional accumulation has a liquid options market. Wide bid-ask spreads on options chains are a hidden tax that compounds across multiple trades. Before entering a position, check the bid-ask spread on the specific contract -- anything wider than $0.20-0.30 on a contract priced under $5 should be treated with caution. Stick to higher-volume underlyings (large-cap names with active options markets) when possible, especially for spread strategies where you are trading two legs simultaneously.
If a disclosure is 40 days old and the stock has already moved 25%, you are not getting in at the start of the move -- you are getting in after it. Evaluate the current price relative to both the disclosure date price and your thesis before entering. A stock that has already run hard may need time to consolidate before the next leg. LEAPS give you the most flexibility here because you are not racing the clock.
Congressional accumulation in a sector that subsequently rotates out of favour will underperform regardless of how sound the underlying thesis is. Market-wide sector rotation driven by interest rates, macro data, or sentiment shifts can overwhelm a well-reasoned individual position. Position size and defined-risk structures are the primary defences -- keep losses bounded and let the winners compound.
Claude can augment this workflow at several points without being required for any of them. Every step below can be executed manually using Capitol Trades, Quiver Quantitative, and your brokerage's options chain interface.
Give Claude the Capitol Trades URL and ask it to identify recent cluster buys -- multiple members buying the same ticker within a 30-day window. Ask it to cross-reference committee assignments for each member and flag trades where the member's committee aligns with the sector of the underlying stock. This can be done manually but takes 20-30 minutes per scan. Claude reduces that to under a minute and can run it on a schedule if you connect it to the data source via MCP.
Once you have a candidate stock, ask Claude to evaluate the current options chain for that ticker -- implied volatility relative to historical volatility, available strikes and expiries that fit your strategy, the bid-ask spread on your target contracts, and whether any earnings or binary events fall within your intended holding period. Claude can do this if connected to a market data source, or you can paste the options chain data manually and ask for a structural recommendation.
Ask Claude to recommend a specific trade structure for a given signal -- which strategy type fits the conviction level, which strikes to use, which expiry, and what the maximum loss and maximum gain look like. Give it your account size and per-trade allocation cap so the recommendation is sized appropriately. Review its reasoning before executing. Claude should be treated as a structuring assistant here, not an autonomous decision-maker -- the final call is yours.
Ask Claude to maintain a simple position log -- entry date, structure, strikes, expiry, premium paid or collected, thesis, and target exit. On a scheduled basis, ask it to flag any positions approaching expiry, any positions that have hit 50% of maximum profit (a common early-exit trigger to lock in gains and redeploy capital), and any positions where an earnings date is approaching within the holding window. This does not require automation -- a weekly manual check with Claude reviewing the log is enough for most position counts.
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The AI prompt on this page is auto-generated from the transcript content and is intended to support further exploration of the topics, concepts, and conclusions discussed. It is provided for informational purposes only. The user is solely responsible for all outcomes resulting from its use.