AI research agents
A fleet of task-specific agents that collect market data, compute composite scores, and write structured research notes with their sources attached.
Data X Power is building an AI-native market research platform for Vietnam equities and cryptocurrency markets. A coordinated system of specialized AI agents collects market data, evaluates market regimes, monitors multi-timeframe signals, performs risk checks, and produces sourced research reports for human review.
Nghiên cứu thị trường bằng AI: dữ liệu minh bạch, con người quyết định.
What we build
Specialized agents each handle one part of the research process. Their outputs come together in reports and dashboards that a person reviews.
A fleet of task-specific agents that collect market data, compute composite scores, and write structured research notes with their sources attached.
Scheduled scans that track price, volume, and breadth, and flag score changes and anomalies as they happen.
Market-regime gauges and fear/greed-style readings, plus risk checks on paper portfolios, to show the context behind every signal.
Clear dashboards that bring together scores, signals, regime readings, and paper-portfolio tracking in one place.
How it works
The pipeline is simple and traceable, so you can always see where a number came from.
Agents pull market data such as prices, indices, breadth, and derivatives from public market data sources. Every data point is stored with its source and timestamp.
Scoring, signal, regime, and risk agents each apply a defined method and produce composite scores and flags, with the reasoning written out.
The results land in reports and dashboards for a person to review. Decisions stay with that person; the system never places orders.
Architecture
Data X Power uses frontier AI models, including Claude, within its agent research pipeline for structured analysis, research synthesis, evaluation, and report generation. We build the platform with Claude Code. Deterministic data processing and risk controls remain separated from model-generated analysis.
Specialized agents for data, scoring, regime, signal, and risk work, coordinated by an orchestrator.
Market data and reference prices come from exchange and market data feeds through deterministic code, kept separate from model output.
Every signal is logged with its source and timestamp, then scored afterwards against actual market outcomes.
A person reviews every output. Models assist the research; people make the decisions.
Markets covered
We focus on Vietnam equities and crypto and go deep on both, rather than spreading thin.
Principles
Research tools are only useful if you can trust and check them. These rules shape everything we ship.
Our tools produce research and signals, not investment advice. The system does not connect to brokers, does not execute trades, and does not hold customer funds.
Agents do the legwork, and people make the decisions. Outputs are written to be reviewed, questioned, and overruled.
Every number has a source and a timestamp. If data is missing or stale, the report says so instead of guessing.
Contact
For partnerships, program applications, or questions about our work, email us.
anh@data-x-power.com