Cadence, format, profiles, archive, and how Fintwit fits into a serious research workflow.
Every Sunday at 10:00 Paris time. That usually means 4:00 in New York and 1:00 in San Francisco during standard-time periods, and 5:00 in New York and 2:00 in San Francisco during daylight-saving overlap periods.
Four first-class sections: position changes, thesis & validation, important posts by ticker, and broad thematic posts. Each post keeps its X source link.
Each run shows its full source window, e.g. xrun_20260515_121703Z · 2026-05-11 10:10 → 2026-05-14 11:57 UTC. You always know what was read.
Asymmetric Explorer (small caps, hidden enablers, supply-chain bottlenecks, semis, photonics, robotics, defense, event-driven) and Quality Compounder (durable businesses, quality management, free cash flow, software, industrials, long-term compounding).
Yes — your profile is editable any week from your account.
Yes. The digest is re-ordered and filtered to the profile you select, while keeping cross-profile signals visible.
Yes — the full historical archive is part of every active subscription.
No. The digest is designed to stand on its own. Most source links point to public X posts, but X may sometimes show a login prompt depending on the page or platform behavior.
No. Fintwit is research curation. Position changes are reported with author context, not recommended.
Serious investors — analysts, PMs, family offices, and informed individual investors — who want the highest-signal Fintwit research without spending the week scrolling.
Not a social feed, not a trading terminal, not a screener, not a meme firehose. It is a curated weekly research product.