Risk you can sign. Research you can cite.

Aegis, your portfolio-risk cockpit. VaR, CVaR, stress and factor decomposition with the method and as-of visible.
Vega, your AI research analyst. Cited, chart-backed research that queries supported data and shows its sources.
Market data with visible lineage. Versioned US equities, macro and fundamentals — with retained dates, source, and point-in-time support disclosed per dataset.
Honest walk-forward backtests. Out-of-sample folds and an institution-grade tearsheet. The real test, not a curve-fit.

Backtested results are hypothetical and not indicative of future results. Not investment advice.

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