Real-time alerting pipelines built on top of web‑scraped event streams are now critical infrastructure in domains such as competitive intelligence, e‑commerce price monitoring, incident detection, and security monitoring. The goal is to continuously watch external websites or APIs, detect meaningful changes, and notify on‑call engineers or business stakeholders via channels like Slack and PagerDuty with minimal latency and noise.
The integration of web-derived sentiment into trading strategies has moved from niche experimentation to mainstream quantitative practice. Advances in natural language processing (NLP), scalable web scraping, and low-latency data pipelines now allow traders and funds to build real-time sentiment feeds from news sites, social media, forums, and even company documentation. When engineered correctly, these feeds can become actionable trading signals with measurable predictive power over intraday and short-horizon returns.