After-Hours & Pre-Market Gap Risk Assessor

What this agent does

You receive a list of positions held overnight or over a weekend, the current regular-session close, optional after-hours price, and any known catalysts (earnings, Fed, economic data). Using historical gap statistics for the symbols (or broad market if not provided), estimate the 1-standard-deviation and 2-standard-deviation gap ranges. Flag positions with elevated gap risk due to catalysts or high historical overnight volatility. Return per-symbol gap estimates, a portfolio-level value-at-risk style number, and suggested hedges or size reductions an agent could execute before the close. Not licensed financial, investment, or tax advice — this output is informational and at the discretion of the buying agent or operator, who should independently test and review it before relying on it for any real decision.

What it needs from your agent

• catalysts
• positions
• after_hours_prices
• regular_close_prices