The AMG Kernel is a private network connection to originate and template sentiment visualizations of changing dollar-driven asset values with trusted market data:

Connect to S3, Dropbox, or cloud services or integrators like AWS, Azure, Snowflake, etc.

Continuous integer data in 40 million SEC filings are transformed for output in any general read format using VPN: Open Access: View, .txt, .pdf, etc.

Most files live affordably in glacial Object Storage, and are initially transformed to populate a table per quarter of daily ETF Kernel assets, prices (that are then developed to unify with intraday ETF fixed and flexible smoothing interval market data).

The event schedules continuous 2025QTD.csv updates for CUSIP and FILER with conversion to each unique customer visualization platform (example: to .tde for Tableau users).

Each daily unique event filters a Company Name and Form Type, including all market form types (example: 13f's) for the most recent filing using ANI or a Tableau level of detail calculation.

The market data analytics visualize sentiment where value is measured dimensionally in capital asset data sets, sourced in SEC submissions, and templated as quantitative vectors of value in non-Financial and unregulated vectors of changing structured sentiment; that are relevant and important (Media, Tech, Social, Rideshare, Determinative....).

The Market Data are easily unified with index and ETF scheduled and intraday form data overlays in continuous fixed and flexible random (tic) intraday intervals: for unique analyses.

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